+182.7%
MS vs MRSH
-4.9%
+187.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | +1.7% | -5.9% | +7.5% | +2.3% |
| 30D | 0.0% | -7.3% | +7.3% | +0.7% |
| 3M | +3.0% | +7.4% | -4.5% | +1.2% |
| 6M | +35.7% | -0.7% | +36.4% | +35.3% |
| YTD | +23.3% | -3.2% | +26.5% | +23.6% |
| 1Y | +44.7% | -10.6% | +55.3% | +48.3% |
| All | +182.7% | -4.9% | +187.6% | +190.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling