+1,142.3%
MRSH vs SPXU
-100.0%
+1,242.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | +0.7% |
| 7D | -5.9% | +6.4% | -12.3% | -4.4% |
| 30D | -7.3% | +5.9% | -13.2% | -5.8% |
| 3M | +6.7% | -11.7% | +18.3% | +3.4% |
| 6M | +3.0% | -28.7% | +31.7% | -5.5% |
| YTD | -2.9% | -26.4% | +23.4% | -9.9% |
| 1Y | -9.0% | -35.2% | +26.3% | -18.2% |
| 3Y | -4.3% | -79.8% | +75.5% | -34.1% |
| 5Y | +19.4% | -86.1% | +105.5% | -16.3% |
| 10Y | +218.1% | -99.5% | +317.6% | +6.8% |
| All | +1,142.3% | -100.0% | +1,242.3% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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