+15.5%
MRSH vs STLD
+46.8%
-31.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +0.8% |
| 7D | +1.4% | +2.9% | -1.5% | +1.6% |
| 30D | +16.5% | -5.6% | +22.0% | +16.1% |
| 3M | +10.8% | -11.7% | +22.5% | +10.2% |
| 6M | +32.1% | -2.8% | +34.8% | +32.0% |
| YTD | +14.5% | +36.4% | -22.0% | +11.5% |
| 1Y | +15.5% | +50.0% | -34.5% | +11.2% |
| All | +15.5% | +46.8% | -31.3% | +11.2% |
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