+211.7%
MRSH vs SHAK
+87.2%
+124.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.6% |
| 7D | -4.8% | -8.3% | +3.5% | -3.8% |
| 30D | -6.3% | -12.6% | +6.3% | -4.8% |
| 3M | +5.8% | +9.1% | -3.3% | +4.4% |
| 6M | +2.8% | -31.2% | +34.0% | +6.0% |
| YTD | -3.1% | -21.6% | +18.5% | -2.1% |
| 1Y | -11.3% | -38.8% | +27.5% | -7.6% |
| 3Y | -5.0% | +0.6% | -5.6% | -11.2% |
| 5Y | +19.2% | -22.5% | +41.7% | +11.4% |
| All | +211.7% | +87.2% | +124.5% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling