+3.0%
MRSH vs SPXS
-28.5%
+31.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | -5.9% | +6.4% | -12.3% | -6.9% |
| 30D | -7.3% | +6.0% | -13.3% | -8.2% |
| 3M | +6.7% | -11.6% | +18.3% | +8.5% |
| 6M | +3.0% | -28.7% | +31.7% | +3.8% |
| All | +3.0% | -28.5% | +31.5% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 6mo: compounded portfolio wealth divided by compounded SPXS 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…
6mo analysis · Full analysis span regression · 6 months rolling