-9.0%
MRSH vs STLD
+84.3%
-93.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.2% |
| 7D | -5.9% | -3.6% | -2.3% | -6.0% |
| 30D | -7.3% | -10.1% | +2.8% | -7.5% |
| 3M | +6.7% | -11.4% | +18.1% | +6.8% |
| 6M | +3.0% | +30.8% | -27.8% | +1.9% |
| YTD | -2.9% | +40.7% | -43.6% | -4.5% |
| 1Y | -9.0% | +80.8% | -89.7% | -10.8% |
| All | -9.0% | +84.3% | -93.3% | -10.8% |
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