+759.3%
MRSH vs SBAC
+2,175.2%
-1,415.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -5.9% | +0.2% | -6.0% | -5.9% |
| 30D | -7.3% | +3.9% | -11.2% | -7.7% |
| 3M | +7.4% | -8.2% | +15.6% | +8.4% |
| 6M | -0.7% | -2.8% | +2.1% | -0.7% |
| YTD | -3.2% | -1.5% | -1.6% | -3.4% |
| 1Y | -10.6% | 0.0% | -10.6% | -11.0% |
| 3Y | -4.6% | -8.4% | +3.8% | -4.7% |
| 5Y | +19.3% | -43.5% | +62.8% | +24.9% |
| 10Y | +217.3% | +86.9% | +130.4% | +195.3% |
| All | +759.3% | +2,175.2% | -1,415.9% | +494.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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