+6,288.2%
MS vs MRSH
+2,673.0%
+3,615.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.4% |
| 7D | +1.4% | -3.6% | +5.0% | +4.3% |
| 30D | -0.3% | -3.0% | +2.7% | +2.0% |
| 3M | +0.3% | +15.8% | -15.5% | -12.8% |
| 6M | +31.3% | +1.6% | +29.8% | +25.3% |
| YTD | +24.7% | +1.7% | +22.9% | +17.5% |
| 1Y | +47.9% | -8.0% | +55.9% | +49.8% |
| 3Y | +178.3% | -0.3% | +178.6% | +157.1% |
| 5Y | +144.9% | +25.9% | +119.0% | +83.0% |
| 10Y | +804.5% | +222.0% | +582.6% | +209.9% |
| All | +6,288.2% | +2,673.0% | +3,615.3% | +425.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling