-11.3%
MRSH vs WING
-58.1%
+46.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -0.4% |
| 7D | -4.8% | +7.2% | -12.0% | -5.0% |
| 30D | -6.3% | +4.8% | -11.1% | -6.5% |
| 3M | +5.8% | -23.7% | +29.5% | +6.6% |
| 6M | +2.8% | -43.6% | +46.4% | +4.3% |
| YTD | -3.1% | -50.6% | +47.5% | -1.9% |
| 1Y | -11.3% | -57.0% | +45.8% | -10.6% |
| All | -11.3% | -58.1% | +46.9% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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