+3,262.1%
MRSH vs RVTY
+2,293.6%
+968.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.5% |
| 7D | -5.9% | -5.4% | -0.4% | -4.8% |
| 30D | -7.3% | +6.7% | -14.1% | -8.6% |
| 3M | +7.4% | +19.0% | -11.6% | +3.3% |
| 6M | -0.7% | +34.6% | -35.3% | -7.5% |
| YTD | -3.2% | +28.3% | -31.4% | -9.3% |
| 1Y | -10.6% | +46.0% | -56.6% | -18.9% |
| 3Y | -4.6% | +16.9% | -21.4% | -11.6% |
| 5Y | +19.3% | -32.9% | +52.2% | +23.2% |
| 10Y | +217.3% | +141.6% | +75.6% | +145.8% |
| All | +3,262.1% | +2,293.6% | +968.5% | +1,351.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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