+211.7%
MRSH vs WYNN
+1.1%
+210.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -4.8% | -4.2% | -0.6% | -4.2% |
| 30D | -6.3% | -14.6% | +8.3% | -4.1% |
| 3M | +5.8% | -18.4% | +24.2% | +8.9% |
| 6M | +2.8% | -11.9% | +14.7% | +4.4% |
| YTD | -3.1% | -26.6% | +23.5% | +0.9% |
| 1Y | -11.3% | -28.5% | +17.3% | -7.6% |
| 3Y | -5.0% | -5.1% | +0.2% | -7.2% |
| 5Y | +19.2% | -10.5% | +29.7% | +13.7% |
| All | +211.7% | +1.1% | +210.5% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 10y: compounded portfolio wealth divided by compounded WYNN 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…
10y analysis · Full analysis span regression · 6 months rolling