-5.2%
MRSH vs SOLS
+17.1%
-22.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +2.9% | 0.0% |
| 7D | -5.9% | +0.3% | -6.2% | -5.9% |
| 30D | -7.3% | +0.9% | -8.2% | -7.2% |
| 3M | +6.7% | -20.7% | +27.3% | +4.6% |
| 6M | +3.0% | -17.7% | +20.7% | +1.6% |
| YTD | -2.9% | +27.1% | -30.0% | -2.0% |
| All | -5.2% | +17.1% | -22.2% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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