+3,332.0%
MRSH vs STT
+7,281.4%
-3,949.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.5% |
| 7D | -3.8% | +2.2% | -5.9% | -4.4% |
| 30D | -5.8% | +3.9% | -9.7% | -6.9% |
| 3M | +11.7% | +19.2% | -7.5% | +5.6% |
| 6M | -0.3% | +60.4% | -60.7% | -13.9% |
| YTD | -1.1% | +51.5% | -52.6% | -13.4% |
| 1Y | -9.5% | +76.3% | -85.7% | -24.4% |
| 3Y | -2.6% | +200.7% | -203.3% | -31.8% |
| 5Y | +22.7% | +157.5% | -134.7% | -12.5% |
| 10Y | +214.6% | +262.0% | -47.4% | +90.9% |
| All | +3,332.0% | +7,281.4% | -3,949.4% | +600.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling