+865.3%
MRSH vs PSLV
+109.5%
+755.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -4.8% | -3.5% | -1.3% | -4.6% |
| 30D | -6.3% | -2.1% | -4.2% | -6.3% |
| 3M | +5.8% | -1.6% | +7.4% | +5.8% |
| 6M | +2.8% | -25.5% | +28.3% | +4.0% |
| YTD | -3.1% | -11.4% | +8.3% | -4.0% |
| 1Y | -11.3% | +48.6% | -59.8% | -15.7% |
| 3Y | -5.0% | +166.9% | -171.8% | -14.6% |
| 5Y | +19.2% | +152.4% | -133.2% | +7.0% |
| 10Y | +217.4% | +187.8% | +29.6% | +176.4% |
| All | +865.3% | +109.5% | +755.8% | +699.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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