+3,332.0%
MRSH vs SAN
+2,106.1%
+1,226.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -3.8% | +3.3% | -7.1% | -4.6% |
| 30D | -5.8% | +1.1% | -6.9% | -6.1% |
| 3M | +11.7% | +22.2% | -10.5% | +5.6% |
| 6M | -0.3% | +36.0% | -36.3% | -9.1% |
| YTD | -1.1% | +28.2% | -29.4% | -8.9% |
| 1Y | -9.5% | +54.1% | -63.6% | -20.8% |
| 3Y | -2.6% | +354.2% | -356.8% | -37.7% |
| 5Y | +22.7% | +387.3% | -364.5% | -25.5% |
| 10Y | +214.6% | +334.8% | -120.3% | +84.3% |
| All | +3,332.0% | +2,106.1% | +1,226.0% | +1,233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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