+254.6%
MRSH vs PR
+169.5%
+85.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | -3.6% | +2.9% | -6.5% | -3.7% |
| 30D | -3.0% | +18.0% | -21.0% | -3.5% |
| 3M | +15.8% | +16.9% | -1.0% | +15.2% |
| 6M | +1.6% | +28.2% | -26.6% | +0.7% |
| YTD | +1.7% | +69.3% | -67.6% | 0.0% |
| 1Y | -8.0% | +69.5% | -77.5% | -9.6% |
| 3Y | -0.3% | +81.7% | -82.0% | -2.6% |
| 5Y | +25.9% | +422.2% | -396.3% | +19.1% |
| 10Y | +222.0% | +110.4% | +111.6% | +228.5% |
| All | +254.6% | +169.5% | +85.2% | +255.9% |
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