+3,242.1%
MRSH vs STZ
+9,075.1%
-5,833.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.6% | +2.8% | -1.7% |
| 7D | -3.8% | -7.4% | +3.6% | -2.3% |
| 30D | -5.8% | -10.9% | +5.1% | -3.7% |
| 3M | +11.7% | -13.4% | +25.1% | +14.8% |
| 6M | -0.3% | -16.2% | +15.9% | +2.8% |
| YTD | -1.1% | -10.4% | +9.3% | +0.3% |
| 1Y | -9.5% | -14.8% | +5.3% | -7.4% |
| 3Y | -2.6% | -50.1% | +47.6% | +9.7% |
| 5Y | +22.7% | -38.8% | +61.5% | +32.2% |
| 10Y | +214.6% | -14.1% | +228.7% | +209.4% |
| All | +3,242.1% | +9,075.1% | -5,833.0% | +1,640.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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