+3,262.1%
MRSH vs SMTC
+69,847.7%
-66,585.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.1% |
| 7D | -5.9% | +22.5% | -28.3% | -7.5% |
| 30D | -7.3% | +24.9% | -32.2% | -9.3% |
| 3M | +7.4% | +4.1% | +3.4% | +5.7% |
| 6M | -0.7% | +92.6% | -93.2% | -8.0% |
| YTD | -3.2% | +122.5% | -125.6% | -11.7% |
| 1Y | -10.6% | +166.2% | -176.8% | -20.2% |
| 3Y | -4.6% | +577.2% | -581.7% | -25.9% |
| 5Y | +19.3% | +119.0% | -99.7% | +1.0% |
| 10Y | +217.3% | +527.9% | -310.6% | +139.0% |
| All | +3,262.1% | +69,847.7% | -66,585.7% | +1,907.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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