-5.0%
MRSH vs RF
+87.8%
-92.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -5.9% | -0.1% | -5.7% | -5.8% |
| 30D | -7.3% | -4.0% | -3.3% | -6.8% |
| 3M | +7.4% | +5.6% | +1.9% | +6.5% |
| 6M | -0.7% | +13.1% | -13.7% | -2.5% |
| YTD | -3.2% | +13.6% | -16.7% | -5.1% |
| 1Y | -10.6% | +16.0% | -26.6% | -12.8% |
| All | -5.0% | +87.8% | -92.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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