-11.3%
MRSH vs SFM
-46.0%
+34.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -4.8% | -10.6% | +5.9% | -4.0% |
| 30D | -6.3% | -15.5% | +9.1% | -5.3% |
| 3M | +5.8% | -17.4% | +23.2% | +6.9% |
| 6M | +2.8% | -3.4% | +6.2% | +3.2% |
| YTD | -3.1% | -8.7% | +5.6% | -2.6% |
| 1Y | -11.3% | -47.2% | +35.9% | -1.3% |
| All | -11.3% | -46.0% | +34.8% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling