+298.5%
MRSH vs PR
+159.2%
+139.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.2% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | +17.5% | -4.6% | +22.2% | +17.7% |
| 3M | +9.1% | +4.7% | +4.4% | +8.9% |
| 6M | +29.9% | +12.4% | +17.5% | +29.3% |
| YTD | +14.3% | +62.9% | -48.5% | +12.5% |
| 1Y | +16.6% | +70.6% | -54.0% | +14.5% |
| 3Y | +9.1% | +90.0% | -81.0% | +6.4% |
| 5Y | +36.4% | +255.5% | -219.2% | +29.9% |
| 10Y | +262.7% | +78.7% | +184.0% | +270.3% |
| All | +298.5% | +159.2% | +139.4% | +300.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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