-4.8%
MRSH vs STLA
-66.9%
+62.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -5.9% | -3.8% | -2.1% | -5.8% |
| 30D | -7.3% | -3.1% | -4.2% | -7.2% |
| 3M | +6.7% | -19.6% | +26.3% | +7.6% |
| 6M | +3.0% | -23.5% | +26.5% | +3.8% |
| YTD | -2.9% | -51.5% | +48.6% | +0.3% |
| 1Y | -9.0% | -39.7% | +30.7% | -7.7% |
| All | -4.8% | -66.9% | +62.1% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling