-4.8%
MRSH vs WING
-29.7%
+25.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -5.9% | +0.2% | -6.1% | -5.9% |
| 30D | -7.3% | -0.5% | -6.8% | -7.3% |
| 3M | +6.7% | -23.9% | +30.5% | +7.9% |
| 6M | +3.0% | -48.9% | +51.9% | +6.0% |
| YTD | -2.9% | -53.3% | +50.4% | 0.0% |
| 1Y | -9.0% | -60.3% | +51.3% | -5.6% |
| All | -4.8% | -29.7% | +25.0% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling