+135.2%
MRSH vs REPL
-7.7%
+142.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.8% |
| 7D | -3.8% | -5.7% | +2.0% | -3.7% |
| 30D | -5.8% | +22.5% | -28.3% | -6.2% |
| 3M | +11.7% | +64.7% | -53.0% | +9.9% |
| 6M | -0.3% | +83.0% | -83.4% | -4.1% |
| YTD | -1.1% | +52.0% | -53.1% | -4.5% |
| 1Y | -9.5% | +144.5% | -154.0% | -15.3% |
| 3Y | -2.6% | -25.1% | +22.5% | -10.8% |
| 5Y | +22.7% | -52.9% | +75.6% | +13.6% |
| All | +135.2% | -7.7% | +142.9% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling