+947.8%
MRSH vs SIMO
+3,544.2%
-2,596.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -9.0% | -3.3% |
| 7D | -3.8% | +14.6% | -18.4% | -5.0% |
| 30D | -5.8% | +6.2% | -12.0% | -6.6% |
| 3M | +11.7% | +3.6% | +8.1% | +9.7% |
| 6M | -0.3% | +130.8% | -131.1% | -11.2% |
| YTD | -1.1% | +195.8% | -196.9% | -14.8% |
| 1Y | -9.5% | +225.0% | -234.5% | -23.2% |
| 3Y | -2.6% | +452.3% | -454.9% | -23.4% |
| 5Y | +22.7% | +303.6% | -280.9% | -2.2% |
| 10Y | +214.6% | +528.8% | -314.2% | +129.3% |
| All | +947.8% | +3,544.2% | -2,596.3% | +426.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling