+185.4%
MRSH vs SNAP
-77.4%
+262.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | -3.8% | +1.5% | -5.3% | -3.9% |
| 30D | -5.8% | +1.9% | -7.7% | -6.0% |
| 3M | +11.7% | -3.9% | +15.6% | +11.6% |
| 6M | -0.3% | +5.2% | -5.6% | -1.2% |
| YTD | -1.1% | -32.7% | +31.6% | +0.4% |
| 1Y | -9.5% | -24.8% | +15.3% | -8.9% |
| 3Y | -2.6% | -42.2% | +39.6% | -3.6% |
| 5Y | +22.7% | -92.7% | +115.4% | +32.7% |
| All | +185.4% | -77.4% | +262.8% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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