+58.4%
MRSH vs PL
+84.9%
-26.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.4% |
| 7D | -3.6% | -9.3% | +5.7% | -3.3% |
| 30D | -3.0% | -18.9% | +15.9% | -2.5% |
| 3M | +15.8% | -58.4% | +74.2% | +18.5% |
| 6M | +1.6% | -30.3% | +31.9% | +1.5% |
| YTD | +1.7% | -8.1% | +9.8% | +0.2% |
| 1Y | -8.0% | +180.5% | -188.5% | -14.0% |
| 3Y | -0.3% | +444.1% | -444.4% | -12.3% |
| 5Y | +25.9% | +83.0% | -57.1% | +14.7% |
| All | +58.4% | +84.9% | -26.4% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling