+18.4%
MRSH vs SPMO
+11.0%
+7.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.2% | +2.9% |
| 7D | +9.4% | -8.9% | +18.3% | +4.7% |
| 30D | +23.4% | -13.8% | +37.2% | +15.5% |
| 3M | +9.9% | -12.5% | +22.4% | +3.7% |
| 6M | +26.0% | -1.5% | +27.5% | +23.4% |
| YTD | +15.2% | +11.3% | +3.9% | +15.7% |
| 1Y | +18.4% | +11.5% | +7.0% | +18.9% |
| All | +18.4% | +11.0% | +7.5% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling