+2,941.2%
MRSH vs SUI
+4,037.5%
-1,096.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.6% | -2.8% | -0.8% | -2.6% |
| 30D | -3.0% | -1.2% | -1.8% | -2.6% |
| 3M | +15.8% | -1.7% | +17.6% | +16.6% |
| 6M | +1.6% | -10.5% | +12.0% | +5.3% |
| YTD | +1.7% | -1.8% | +3.6% | +2.2% |
| 1Y | -8.0% | -4.1% | -3.9% | -7.0% |
| 3Y | -0.3% | +11.3% | -11.5% | -6.1% |
| 5Y | +25.9% | -32.1% | +58.0% | +38.7% |
| 10Y | +222.0% | +110.4% | +111.5% | +136.7% |
| All | +2,941.2% | +4,037.5% | -1,096.3% | +931.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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