+3,263.4%
MRSH vs TEVA
+7,037.9%
-3,774.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -0.5% |
| 7D | -4.8% | +2.0% | -6.8% | -5.0% |
| 30D | -6.3% | +1.0% | -7.3% | -6.5% |
| 3M | +5.8% | +7.3% | -1.5% | +4.5% |
| 6M | +2.8% | +21.7% | -18.9% | -0.6% |
| YTD | -3.1% | +18.8% | -22.0% | -6.1% |
| 1Y | -11.3% | +86.5% | -97.7% | -19.9% |
| 3Y | -5.0% | +269.4% | -274.4% | -24.9% |
| 5Y | +19.2% | +303.6% | -284.4% | -9.4% |
| 10Y | +217.4% | -22.9% | +240.3% | +185.9% |
| All | +3,263.4% | +7,037.9% | -3,774.5% | +1,735.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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