+3,262.1%
MRSH vs RGEN
+1,550.5%
+1,711.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -2.0% |
| 7D | -5.9% | -4.6% | -1.3% | -5.7% |
| 30D | -7.3% | +1.2% | -8.5% | -7.4% |
| 3M | +7.4% | +26.8% | -19.4% | +6.4% |
| 6M | -0.7% | +29.1% | -29.7% | -1.8% |
| YTD | -3.2% | +0.7% | -3.9% | -3.4% |
| 1Y | -10.6% | +39.1% | -49.7% | -12.0% |
| 3Y | -4.6% | +2.2% | -6.8% | -5.8% |
| 5Y | +19.3% | -44.0% | +63.3% | +19.2% |
| 10Y | +217.3% | +412.7% | -195.5% | +194.0% |
| All | +3,262.1% | +1,550.5% | +1,711.6% | +2,677.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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