+157.1%
MTZ vs MRSH
-4.7%
+161.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.4% |
| 7D | 0.0% | -5.9% | +5.9% | -1.8% |
| 30D | -14.8% | -7.3% | -7.5% | -16.6% |
| 3M | -30.8% | +6.7% | -37.5% | -30.0% |
| 6M | -22.6% | +3.0% | -25.6% | -21.7% |
| YTD | +6.8% | -2.9% | +9.7% | +8.3% |
| 1Y | +22.1% | -9.0% | +31.1% | +25.0% |
| All | +157.1% | -4.7% | +161.7% | +170.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling