-5.0%
MRSH vs RUN
-39.0%
+34.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -4.8% | -3.7% | -1.0% | -4.8% |
| 30D | -6.3% | -13.0% | +6.7% | -6.5% |
| 3M | +5.8% | -31.8% | +37.6% | +5.3% |
| 6M | +2.8% | -32.2% | +35.0% | +2.4% |
| YTD | -3.1% | -53.5% | +50.4% | -3.7% |
| 1Y | -11.3% | -46.5% | +35.3% | -11.7% |
| 3Y | -5.0% | -37.6% | +32.6% | -4.2% |
| All | -5.0% | -39.0% | +34.0% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling