+7.0%
NET vs MRSH
+17.6%
-10.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.8% | -8.3% |
| 7D | -21.2% | +6.3% | -27.5% | -20.6% |
| 30D | -31.1% | +21.9% | -53.1% | -30.5% |
| 3M | -16.5% | +9.4% | -25.9% | -15.2% |
| 6M | 0.0% | +25.9% | -25.9% | -1.3% |
| YTD | +24.0% | +14.7% | +9.3% | +19.3% |
| 1Y | +7.0% | +19.3% | -12.3% | +4.5% |
| All | +7.0% | +17.6% | -10.6% | +4.5% |
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