+552.1%
MRSH vs SNY
+241.9%
+310.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -4.8% | -3.3% | -1.4% | -3.6% |
| 30D | -6.3% | -2.2% | -4.2% | -5.6% |
| 3M | +5.8% | -3.0% | +8.8% | +6.9% |
| 6M | +2.8% | +2.7% | +0.1% | +1.5% |
| YTD | -3.1% | -6.8% | +3.7% | -1.2% |
| 1Y | -11.3% | -5.3% | -6.0% | -10.4% |
| 3Y | -5.0% | -9.8% | +4.8% | -5.2% |
| 5Y | +19.2% | +9.7% | +9.5% | +8.0% |
| 10Y | +217.4% | +64.5% | +152.9% | +138.6% |
| All | +552.1% | +241.9% | +310.2% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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