-5.0%
MRSH vs WAT
+54.7%
-59.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.3% |
| 6M | +2.8% | +37.2% | -34.4% | -1.2% |
| YTD | -3.1% | +7.5% | -10.6% | -4.1% |
| 1Y | -11.3% | +35.0% | -46.3% | -14.3% |
| 3Y | -5.0% | +55.1% | -60.1% | -7.1% |
| All | -5.0% | +54.7% | -59.7% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling