+268.1%
MRSH vs RUN
-33.9%
+302.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.3% |
| 7D | -5.9% | -3.4% | -2.6% | -5.8% |
| 30D | -7.3% | -14.0% | +6.7% | -6.8% |
| 3M | +6.7% | -27.5% | +34.1% | +7.8% |
| 6M | +3.0% | -29.0% | +32.0% | +3.8% |
| YTD | -2.9% | -53.1% | +50.2% | -0.9% |
| 1Y | -9.0% | -46.7% | +37.8% | -8.1% |
| 3Y | -4.3% | -38.3% | +34.0% | -10.5% |
| 5Y | +19.4% | -80.7% | +100.1% | +16.8% |
| 10Y | +218.1% | +42.4% | +175.7% | +154.1% |
| All | +268.1% | -33.9% | +302.1% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling