+73.9%
MSFT vs MRSH
+18.2%
+55.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -0.8% | -4.8% | +3.9% | +1.3% |
| 30D | +0.8% | -6.3% | +7.2% | +3.8% |
| 3M | +27.2% | +5.8% | +21.4% | +23.0% |
| 6M | +22.9% | +2.8% | +20.1% | +20.0% |
| YTD | +3.1% | -3.1% | +6.3% | +2.8% |
| 1Y | -0.3% | -11.3% | +11.0% | +4.0% |
| 3Y | +50.1% | -5.0% | +55.1% | +43.8% |
| All | +73.9% | +18.2% | +55.7% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling