-10.6%
MRSH vs PL
+99.3%
-109.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -2.1% |
| 7D | -5.9% | -13.9% | +8.0% | -6.0% |
| 30D | -7.3% | -25.5% | +18.1% | -7.6% |
| 3M | +7.4% | -44.8% | +52.2% | +7.3% |
| 6M | -0.7% | -33.3% | +32.6% | -2.2% |
| YTD | -3.2% | -12.7% | +9.5% | -6.2% |
| 1Y | -10.6% | +90.9% | -101.5% | -18.3% |
| All | -10.6% | +99.3% | -109.9% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling