-5.0%
MRSH vs PL
+519.4%
-524.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -2.0% |
| 7D | -5.9% | -13.9% | +8.0% | -5.7% |
| 30D | -7.3% | -25.5% | +18.1% | -7.1% |
| 3M | +7.4% | -44.8% | +52.2% | +8.0% |
| 6M | -0.7% | -33.3% | +32.6% | -1.0% |
| YTD | -3.2% | -12.7% | +9.5% | -4.2% |
| 1Y | -10.6% | +90.9% | -101.5% | -13.1% |
| All | -5.0% | +519.4% | -524.4% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling