+41.1%
MS vs MRSH
-10.0%
+51.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -2.1% | -5.9% | +3.9% | -2.8% |
| 30D | -1.1% | -7.3% | +6.2% | -2.0% |
| 3M | +3.5% | +6.7% | -3.2% | +3.6% |
| 6M | +33.7% | +3.0% | +30.7% | +33.8% |
| YTD | +21.8% | -2.9% | +24.7% | +21.9% |
| 1Y | +41.1% | -9.0% | +50.1% | +41.1% |
| All | +41.1% | -10.0% | +51.1% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling