+104,499.0%
MU vs MRSH
+3,332.0%
+101,166.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.2% |
| 7D | +7.2% | -3.8% | +10.9% | +9.2% |
| 30D | +14.0% | -5.8% | +19.8% | +17.2% |
| 3M | +5.4% | +11.7% | -6.3% | -3.6% |
| 6M | +170.3% | -0.3% | +170.6% | +157.4% |
| YTD | +250.7% | -1.1% | +251.8% | +232.5% |
| 1Y | +662.1% | -9.5% | +671.6% | +649.0% |
| 3Y | +1,341.2% | -2.6% | +1,343.8% | +1,228.0% |
| 5Y | +1,319.3% | +22.7% | +1,296.6% | +1,044.7% |
| 10Y | +5,778.3% | +214.6% | +5,563.7% | +2,738.3% |
| All | +104,499.0% | +3,332.0% | +101,166.9% | +14,606.6% |
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 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