-4.8%
MRSH vs REPL
-33.1%
+28.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.4% | +8.6% | +0.2% |
| 7D | -5.9% | -13.4% | +7.5% | -6.1% |
| 30D | -7.3% | -3.0% | -4.3% | -7.3% |
| 3M | +6.7% | +56.3% | -49.6% | +7.7% |
| 6M | +3.0% | +60.9% | -57.9% | +5.0% |
| YTD | -2.9% | +36.2% | -39.1% | -1.1% |
| 1Y | -9.0% | +121.0% | -130.0% | -7.2% |
| All | -4.8% | -33.1% | +28.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling