+145.5%
MRSH vs ROKU
+880.6%
-735.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -4.8% | -0.4% | -4.3% | -4.7% |
| 30D | -6.3% | +2.1% | -8.4% | -6.4% |
| 3M | +5.8% | +29.5% | -23.7% | +4.1% |
| 6M | +2.8% | +53.8% | -51.0% | 0.0% |
| YTD | -3.1% | +42.8% | -45.9% | -5.5% |
| 1Y | -11.3% | +60.7% | -72.0% | -14.1% |
| 3Y | -5.0% | +83.9% | -88.9% | -10.8% |
| 5Y | +19.2% | -52.8% | +72.0% | +16.5% |
| All | +145.5% | +880.6% | -735.1% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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