+3,262.1%
MRSH vs ROL
+8,694.2%
-5,432.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.7% |
| 7D | -5.9% | -3.3% | -2.6% | -4.8% |
| 30D | -7.3% | -7.2% | -0.1% | -5.0% |
| 3M | +7.4% | -27.0% | +34.4% | +18.6% |
| 6M | -0.7% | -39.5% | +38.8% | +16.2% |
| YTD | -3.2% | -41.8% | +38.6% | +14.3% |
| 1Y | -10.6% | -38.9% | +28.3% | +3.6% |
| 3Y | -4.6% | -0.4% | -4.2% | -6.4% |
| 5Y | +19.3% | -4.2% | +23.5% | +16.9% |
| 10Y | +217.3% | +208.2% | +9.1% | +109.4% |
| All | +3,262.1% | +8,694.2% | -5,432.1% | +741.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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