-5.0%
MRSH vs STT
+195.2%
-200.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.9% | +1.0% | -6.8% | -6.0% |
| 30D | -7.3% | +2.8% | -10.1% | -7.7% |
| 3M | +7.4% | +18.1% | -10.7% | +4.6% |
| 6M | -0.7% | +59.2% | -59.9% | -8.3% |
| YTD | -3.2% | +51.5% | -54.6% | -10.0% |
| 1Y | -10.6% | +75.7% | -86.3% | -19.3% |
| All | -5.0% | +195.2% | -200.2% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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