-9.6%
MRSH vs WOLF
+39.8%
-49.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.7% | +8.0% | -0.1% |
| 7D | -5.9% | -6.2% | +0.3% | -6.1% |
| 30D | -7.3% | -16.5% | +9.2% | -7.8% |
| 3M | +6.7% | -42.0% | +48.7% | +5.7% |
| 6M | +3.0% | +51.8% | -48.8% | +1.0% |
| YTD | -2.9% | +44.6% | -47.5% | -4.9% |
| All | -9.6% | +39.8% | -49.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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