+19.3%
MRSH vs STLD
+294.9%
-275.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -5.9% | -2.8% | -3.0% | -5.5% |
| 30D | -7.3% | -10.4% | +3.1% | -6.1% |
| 3M | +7.4% | -10.6% | +18.0% | +8.7% |
| 6M | -0.7% | +32.7% | -33.4% | -5.2% |
| YTD | -3.2% | +42.8% | -46.0% | -8.8% |
| 1Y | -10.6% | +86.9% | -97.5% | -19.4% |
| 3Y | -4.6% | +143.8% | -148.4% | -20.0% |
| 5Y | +19.3% | +293.5% | -274.2% | -11.1% |
| All | +19.3% | +294.9% | -275.6% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling