+957.1%
MRSH vs XRT
+501.1%
+456.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -1.8% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -5.8% | -5.6% | -0.2% | -3.4% |
| 3M | +11.7% | +2.5% | +9.2% | +10.4% |
| 6M | -0.3% | +3.7% | -4.0% | -2.4% |
| YTD | -1.1% | +1.0% | -2.1% | -2.2% |
| 1Y | -9.5% | -1.2% | -8.3% | -9.8% |
| 3Y | -2.6% | +43.4% | -45.9% | -20.8% |
| 5Y | +22.7% | -0.7% | +23.5% | +14.9% |
| 10Y | +214.6% | +123.7% | +90.9% | +72.6% |
| All | +957.1% | +501.1% | +456.0% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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