+1,263.7%
MU vs MRSH
+19.1%
+1,244.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -4.9% |
| 7D | +2.0% | -5.9% | +7.9% | +1.9% |
| 30D | +12.5% | -7.3% | +19.8% | +12.4% |
| 3M | +9.6% | +6.7% | +2.9% | +8.1% |
| 6M | +142.6% | +3.0% | +139.6% | +140.1% |
| YTD | +242.7% | -2.9% | +245.6% | +244.3% |
| 1Y | +599.3% | -9.0% | +608.2% | +616.7% |
| 3Y | +1,308.3% | -4.3% | +1,312.6% | +1,241.8% |
| 5Y | +1,263.7% | +19.4% | +1,244.3% | +939.2% |
| All | +1,263.7% | +19.1% | +1,244.6% | +939.2% |
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