-8.0%
MRSH vs SIMO
+226.2%
-234.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -0.5% |
| 7D | -3.6% | +4.2% | -7.8% | -3.1% |
| 30D | -3.0% | +4.1% | -7.1% | -2.2% |
| 3M | +15.8% | -12.9% | +28.7% | +15.8% |
| 6M | +1.6% | +110.3% | -108.8% | +9.7% |
| YTD | +1.7% | +178.6% | -176.9% | +12.8% |
| 1Y | -8.0% | +220.0% | -228.0% | -0.2% |
| All | -8.0% | +226.2% | -234.3% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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