+151.3%
MRSH vs USHY
+49.7%
+101.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | -4.8% | -0.7% | -4.1% | -3.8% |
| 30D | -6.3% | -0.7% | -5.7% | -5.4% |
| 3M | +5.8% | +0.1% | +5.8% | +5.7% |
| 6M | +2.8% | +1.8% | +1.0% | 0.0% |
| YTD | -3.1% | +1.8% | -4.9% | -5.7% |
| 1Y | -11.3% | +3.3% | -14.6% | -15.5% |
| 3Y | -5.0% | +27.0% | -31.9% | -33.0% |
| 5Y | +19.2% | +21.0% | -1.8% | -8.3% |
| All | +151.3% | +49.7% | +101.6% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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