+2,649.1%
MRSH vs WAB
+4,056.8%
-1,407.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -5.9% | +0.2% | -6.1% | -5.9% |
| 30D | -7.3% | -4.6% | -2.8% | -6.3% |
| 3M | +7.4% | +5.6% | +1.8% | +5.5% |
| 6M | -0.7% | +13.8% | -14.5% | -4.5% |
| YTD | -3.2% | +31.9% | -35.0% | -10.2% |
| 1Y | -10.6% | +48.3% | -58.9% | -19.5% |
| 3Y | -4.6% | +167.1% | -171.7% | -26.3% |
| 5Y | +19.3% | +222.9% | -203.6% | -12.5% |
| 10Y | +217.3% | +289.9% | -72.7% | +110.1% |
| All | +2,649.1% | +4,056.8% | -1,407.7% | +966.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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