+292.5%
MRSH vs PR
+149.9%
+142.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | -0.2% |
| 7D | -0.5% | -12.4% | +11.9% | -0.1% |
| 30D | +16.3% | -6.6% | +22.8% | +16.4% |
| 3M | +7.3% | +7.5% | -0.2% | +7.0% |
| 6M | +26.6% | +10.8% | +15.8% | +26.1% |
| YTD | +12.6% | +57.0% | -44.4% | +10.9% |
| 1Y | +16.0% | +67.9% | -51.9% | +14.0% |
| 3Y | +8.8% | +87.6% | -78.8% | +6.2% |
| 5Y | +34.3% | +220.4% | -186.1% | +28.3% |
| 10Y | +261.9% | +64.8% | +197.0% | +270.0% |
| All | +292.5% | +149.9% | +142.6% | +294.5% |
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