-5.0%
MRSH vs STLD
+140.5%
-145.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -5.9% | -2.8% | -3.0% | -5.8% |
| 30D | -7.3% | -10.4% | +3.1% | -7.0% |
| 3M | +7.4% | -10.6% | +18.0% | +7.9% |
| 6M | -0.7% | +32.7% | -33.4% | -2.6% |
| YTD | -3.2% | +42.8% | -46.0% | -5.6% |
| 1Y | -10.6% | +86.9% | -97.5% | -14.5% |
| All | -5.0% | +140.5% | -145.5% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling