+3,270.6%
MRSH vs PSA
+13,835.2%
-10,564.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.9% | -3.6% | -2.3% | -4.8% |
| 30D | -7.3% | -9.4% | +2.1% | -4.4% |
| 3M | +6.7% | -8.2% | +14.9% | +9.6% |
| 6M | +3.0% | -1.8% | +4.8% | +3.2% |
| YTD | -2.9% | +15.7% | -18.7% | -7.8% |
| 1Y | -9.0% | +6.3% | -15.3% | -11.4% |
| 3Y | -4.3% | +21.6% | -25.9% | -11.9% |
| 5Y | +19.4% | +13.5% | +6.0% | +11.5% |
| 10Y | +218.1% | +101.3% | +116.8% | +143.7% |
| All | +3,270.6% | +13,835.2% | -10,564.6% | +1,221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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