+3,262.1%
MRSH vs UL
+2,587.5%
+674.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.4% |
| 7D | -5.9% | -3.2% | -2.6% | -4.7% |
| 30D | -7.3% | -0.6% | -6.7% | -7.1% |
| 3M | +7.4% | +9.4% | -2.0% | +3.8% |
| 6M | -0.7% | -4.1% | +3.5% | +0.4% |
| YTD | -3.2% | -2.0% | -1.2% | -3.0% |
| 1Y | -10.6% | -9.0% | -1.6% | -8.2% |
| 3Y | -4.6% | +21.8% | -26.4% | -12.8% |
| 5Y | +19.3% | +20.6% | -1.3% | +7.7% |
| 10Y | +217.3% | +67.7% | +149.5% | +146.1% |
| All | +3,262.1% | +2,587.5% | +674.5% | +962.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling