+302.5%
MRSH vs RACE
+640.3%
-337.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | -3.8% | -1.0% | -2.7% | -3.5% |
| 30D | -5.8% | -1.5% | -4.3% | -5.5% |
| 3M | +11.7% | +15.5% | -3.8% | +6.9% |
| 6M | -0.3% | +17.3% | -17.6% | -5.6% |
| YTD | -1.1% | +11.1% | -12.3% | -5.2% |
| 1Y | -9.5% | -14.3% | +4.8% | -6.9% |
| 3Y | -2.6% | +40.2% | -42.7% | -17.3% |
| 5Y | +22.7% | +92.6% | -69.8% | -8.1% |
| 10Y | +214.6% | +786.6% | -572.0% | +56.5% |
| All | +302.5% | +640.3% | -337.8% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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