+269.8%
MRSH vs Z
+16.2%
+253.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -2.0% |
| 7D | -5.9% | -7.1% | +1.2% | -5.1% |
| 30D | -7.3% | -4.8% | -2.5% | -6.9% |
| 3M | +7.4% | -9.3% | +16.8% | +8.3% |
| 6M | -0.7% | -29.0% | +28.3% | +2.4% |
| YTD | -3.2% | -52.9% | +49.7% | +4.0% |
| 1Y | -10.6% | -63.1% | +52.5% | -1.8% |
| 3Y | -4.6% | -36.9% | +32.3% | -3.3% |
| 5Y | +19.3% | -65.5% | +84.8% | +24.1% |
| 10Y | +217.3% | -3.9% | +221.1% | +166.3% |
| All | +269.8% | +16.2% | +253.6% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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