-11.3%
MRSH vs UL
-9.2%
-2.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -4.8% | -3.4% | -1.4% | -3.9% |
| 30D | -6.3% | +0.5% | -6.8% | -6.4% |
| 3M | +5.8% | +7.2% | -1.4% | +4.5% |
| 6M | +2.8% | -3.1% | +5.8% | +3.2% |
| YTD | -3.1% | -2.7% | -0.4% | -3.1% |
| 1Y | -11.3% | -10.2% | -1.0% | -7.1% |
| All | -11.3% | -9.2% | -2.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling