+3,868.4%
MRSH vs RF
+1,441.6%
+2,426.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.4% | -1.3% | 0.0% | -1.1% |
| 30D | +17.5% | +4.6% | +12.9% | +16.3% |
| 3M | +9.1% | -8.4% | +17.6% | +11.4% |
| 6M | +29.9% | +8.9% | +21.1% | +27.1% |
| YTD | +14.3% | +8.8% | +5.5% | +11.6% |
| 1Y | +16.6% | +18.9% | -2.3% | +11.4% |
| 3Y | +9.1% | +116.0% | -106.9% | -11.5% |
| 5Y | +36.4% | +46.0% | -9.7% | +19.0% |
| 10Y | +262.7% | +231.7% | +31.0% | +143.0% |
| All | +3,868.4% | +1,441.6% | +2,426.8% | +1,235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling