+2,475.3%
MRSH vs WAT
+10,694.9%
-8,219.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -5.9% | -1.8% | -4.1% | -5.5% |
| 30D | -7.3% | -1.7% | -5.6% | -7.0% |
| 3M | +7.4% | +9.1% | -1.6% | +5.3% |
| 6M | -0.7% | +32.4% | -33.1% | -7.0% |
| YTD | -3.2% | +6.6% | -9.7% | -5.4% |
| 1Y | -10.6% | +34.7% | -45.3% | -17.0% |
| 3Y | -4.6% | +53.6% | -58.1% | -16.0% |
| 5Y | +19.3% | -4.1% | +23.4% | +14.6% |
| 10Y | +217.3% | +167.9% | +49.4% | +144.1% |
| All | +2,475.3% | +10,694.9% | -8,219.6% | +1,094.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling