-0.3%
MS vs MRSH
+28.0%
-28.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -1.0% |
| 7D | +3.7% | -1.8% | +5.5% | +3.2% |
| 30D | +2.0% | +16.2% | -14.2% | +7.6% |
| 3M | -12.6% | +9.5% | -22.1% | -9.8% |
| 6M | -0.3% | +27.3% | -27.6% | +8.5% |
| All | -0.3% | +28.0% | -28.2% | +8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling