+2,581.5%
MRSH vs SM
+1,670.2%
+911.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.6% | -6.4% | -3.1% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | -5.8% | +31.5% | -37.3% | -7.9% |
| 3M | +11.7% | +17.3% | -5.6% | +9.9% |
| 6M | -0.3% | +48.5% | -48.8% | -4.0% |
| YTD | -1.1% | +106.3% | -107.4% | -7.4% |
| 1Y | -9.5% | +47.3% | -56.8% | -13.1% |
| 3Y | -2.6% | -1.4% | -1.1% | -5.2% |
| 5Y | +22.7% | +114.0% | -91.3% | +9.3% |
| 10Y | +214.6% | +12.5% | +202.1% | +144.1% |
| All | +2,581.5% | +1,670.2% | +911.3% | +1,405.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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