+3,263.4%
MRSH vs SONY
+526.3%
+2,737.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -4.8% | -2.7% | -2.1% | -4.1% |
| 30D | -6.3% | +1.5% | -7.9% | -6.7% |
| 3M | +5.8% | +13.0% | -7.2% | +2.6% |
| 6M | +2.8% | +11.2% | -8.4% | -0.4% |
| YTD | -3.1% | -6.6% | +3.5% | -2.2% |
| 1Y | -11.3% | -18.1% | +6.9% | -7.8% |
| 3Y | -5.0% | +42.1% | -47.0% | -15.5% |
| 5Y | +19.2% | +11.0% | +8.1% | +11.1% |
| 10Y | +217.4% | +289.2% | -71.8% | +110.5% |
| All | +3,263.4% | +526.3% | +2,737.1% | +1,611.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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