+131,319.0%
MSFT vs MRSH
+3,262.1%
+128,056.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | +0.5% |
| 7D | -1.0% | -5.9% | +4.8% | +1.7% |
| 30D | -2.7% | -7.3% | +4.6% | +0.7% |
| 3M | +22.1% | +7.4% | +14.7% | +17.7% |
| 6M | +20.6% | -0.7% | +21.2% | +20.0% |
| YTD | +2.3% | -3.2% | +5.5% | +2.1% |
| 1Y | -0.5% | -10.6% | +10.1% | +2.5% |
| 3Y | +50.5% | -4.6% | +55.1% | +48.7% |
| 5Y | +72.3% | +19.3% | +53.1% | +53.9% |
| 10Y | +885.0% | +217.3% | +667.8% | +471.1% |
| All | +131,319.0% | +3,262.1% | +128,056.9% | +24,427.7% |
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 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