+18.4%
MRSH vs STLD
+59.7%
-41.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.4% | +3.1% |
| 7D | +9.4% | -3.9% | +13.4% | +9.1% |
| 30D | +23.4% | -0.4% | +23.8% | +23.4% |
| 3M | +9.9% | -9.2% | +19.1% | +9.6% |
| 6M | +26.0% | +5.0% | +21.1% | +26.2% |
| YTD | +15.2% | +42.8% | -27.6% | +13.2% |
| 1Y | +18.4% | +60.1% | -41.7% | +16.2% |
| All | +18.4% | +59.7% | -41.3% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling