+84.1%
MRSH vs SITM
+4,532.8%
-4,448.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | -5.9% | +4.8% | -10.8% | -6.2% |
| 30D | -7.3% | -9.7% | +2.4% | -6.9% |
| 3M | +6.7% | -9.3% | +16.0% | +6.4% |
| 6M | +3.0% | +69.5% | -66.5% | -2.8% |
| YTD | -2.9% | +70.5% | -73.4% | -8.9% |
| 1Y | -9.0% | +145.3% | -154.2% | -17.9% |
| 3Y | -4.3% | +432.8% | -437.1% | -24.3% |
| 5Y | +19.4% | +174.0% | -154.6% | -5.1% |
| All | +84.1% | +4,532.8% | -4,448.7% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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