+39.2%
MRSH vs S
-57.8%
+97.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.6% |
| 7D | -3.8% | -5.8% | +2.1% | -3.3% |
| 30D | -5.8% | -9.2% | +3.4% | -5.3% |
| 3M | +11.7% | +23.4% | -11.7% | +9.6% |
| 6M | -0.3% | +36.9% | -37.3% | -3.2% |
| YTD | -1.1% | +29.5% | -30.7% | -3.8% |
| 1Y | -9.5% | +5.4% | -14.9% | -10.7% |
| 3Y | -2.6% | +14.7% | -17.3% | -6.5% |
| 5Y | +22.7% | -71.5% | +94.3% | +23.0% |
| All | +39.2% | -57.8% | +97.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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