+30.0%
MTZ vs MRSH
-7.9%
+37.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.6% | +1.1% |
| 7D | -1.6% | -3.6% | +2.0% | -4.1% |
| 30D | -11.1% | -3.0% | -8.1% | -12.6% |
| 3M | -36.7% | +15.8% | -52.5% | -30.5% |
| 6M | -21.9% | +1.6% | -23.5% | -17.3% |
| YTD | +9.1% | +1.7% | +7.4% | +15.5% |
| 1Y | +30.0% | -8.0% | +38.0% | +36.1% |
| All | +30.0% | -7.9% | +37.8% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling