-11.3%
MRSH vs WAT
+38.4%
-49.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | -6.3% | -1.9% | -4.5% | -6.2% |
| 3M | +5.8% | +13.5% | -7.7% | +4.5% |
| 6M | +2.8% | +37.2% | -34.4% | -1.5% |
| YTD | -3.1% | +7.5% | -10.6% | -2.6% |
| 1Y | -11.3% | +35.0% | -46.3% | -10.7% |
| All | -11.3% | +38.4% | -49.6% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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