+552.3%
MRSH vs WYNN
+1,166.9%
-614.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -4.8% | -4.2% | -0.6% | -4.1% |
| 30D | -6.3% | -14.6% | +8.3% | -4.0% |
| 3M | +5.8% | -18.4% | +24.2% | +9.1% |
| 6M | +2.8% | -11.9% | +14.7% | +4.5% |
| YTD | -3.1% | -26.6% | +23.5% | +1.1% |
| 1Y | -11.3% | -28.5% | +17.3% | -7.4% |
| 3Y | -5.0% | -5.1% | +0.2% | -7.1% |
| 5Y | +19.2% | -10.5% | +29.7% | +13.8% |
| 10Y | +217.4% | +0.3% | +217.1% | +170.4% |
| All | +552.3% | +1,166.9% | -614.6% | +277.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling