+294.8%
MRSH vs SPMO
+566.1%
-271.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -4.8% | -0.9% | -3.8% | -4.4% |
| 30D | -6.3% | -1.9% | -4.4% | -5.7% |
| 3M | +5.8% | -1.4% | +7.2% | +4.7% |
| 6M | +2.8% | +25.5% | -22.7% | -11.6% |
| YTD | -3.1% | +24.8% | -28.0% | -16.7% |
| 1Y | -11.3% | +24.5% | -35.8% | -23.8% |
| 3Y | -5.0% | +157.1% | -162.1% | -49.6% |
| 5Y | +19.2% | +149.5% | -130.3% | -35.8% |
| 10Y | +217.4% | +518.1% | -300.7% | +13.2% |
| All | +294.8% | +566.1% | -271.3% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling