+1,855.7%
MRSH vs STLD
+8,684.3%
-6,828.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -3.6% | +3.1% | -6.7% | -4.1% |
| 30D | -3.0% | -9.0% | +6.0% | -1.6% |
| 3M | +15.8% | -12.4% | +28.2% | +18.0% |
| 6M | +1.6% | +25.5% | -23.9% | -3.4% |
| YTD | +1.7% | +43.6% | -41.9% | -5.8% |
| 1Y | -8.0% | +87.2% | -95.2% | -19.1% |
| 3Y | -0.3% | +135.2% | -135.5% | -17.7% |
| 5Y | +25.9% | +290.9% | -265.0% | -7.9% |
| 10Y | +222.0% | +1,113.5% | -891.5% | +80.9% |
| All | +1,855.7% | +8,684.3% | -6,828.6% | +501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling