+426.8%
MRSH vs SFM
+106.3%
+320.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -5.9% | -8.8% | +2.8% | -5.1% |
| 30D | -7.3% | -14.5% | +7.2% | -5.9% |
| 3M | +6.7% | -16.8% | +23.5% | +8.4% |
| 6M | +3.0% | -5.3% | +8.3% | +3.0% |
| YTD | -2.9% | -9.4% | +6.5% | -2.6% |
| 1Y | -9.0% | -46.2% | +37.2% | -4.3% |
| 3Y | -4.3% | +81.3% | -85.6% | -11.6% |
| 5Y | +19.4% | +211.9% | -192.4% | +3.1% |
| 10Y | +218.1% | +268.4% | -50.3% | +160.9% |
| All | +426.8% | +106.3% | +320.5% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling