+171.0%
MTZ vs MRSH
+18.8%
+152.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.0% |
| 7D | +2.3% | -5.9% | +8.1% | +3.0% |
| 30D | -10.3% | -7.3% | -3.0% | -9.5% |
| 3M | -31.8% | +7.4% | -39.3% | -33.7% |
| 6M | -19.2% | -0.7% | -18.5% | -20.0% |
| YTD | +10.7% | -3.2% | +13.9% | +10.1% |
| 1Y | +37.5% | -10.6% | +48.1% | +41.0% |
| 3Y | +162.4% | -4.6% | +166.9% | +152.3% |
| All | +171.0% | +18.8% | +152.2% | +122.1% |
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 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