+1,065.7%
MRSH vs STLA
+246.1%
+819.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.8% |
| 7D | -5.9% | +0.4% | -6.2% | -5.9% |
| 30D | -7.3% | -5.2% | -2.1% | -6.7% |
| 3M | +7.4% | -24.9% | +32.3% | +11.2% |
| 6M | -0.7% | -25.2% | +24.5% | +2.4% |
| YTD | -3.2% | -51.4% | +48.3% | +5.2% |
| 1Y | -10.6% | -40.7% | +30.1% | -6.2% |
| 3Y | -4.6% | -66.3% | +61.7% | +5.9% |
| 5Y | +19.3% | -63.2% | +82.5% | +28.4% |
| 10Y | +217.3% | +48.7% | +168.5% | +184.1% |
| All | +1,065.7% | +246.1% | +819.5% | +943.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling