+3,431.3%
MRSH vs RF
+1,537.4%
+1,893.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -3.6% | +1.3% | -4.9% | -3.9% |
| 30D | -3.0% | -3.6% | +0.6% | -2.2% |
| 3M | +15.8% | +8.1% | +7.7% | +13.6% |
| 6M | +1.6% | +11.5% | -9.9% | -1.2% |
| YTD | +1.7% | +15.6% | -13.9% | -2.1% |
| 1Y | -8.0% | +15.7% | -23.7% | -11.6% |
| 3Y | -0.3% | +86.9% | -87.2% | -16.4% |
| 5Y | +25.9% | +89.8% | -63.9% | +3.0% |
| 10Y | +222.0% | +344.7% | -122.7% | +101.0% |
| All | +3,431.3% | +1,537.4% | +1,893.9% | +1,071.3% |
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