+322.4%
NET vs MRSH
+13.2%
+309.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -2.7% |
| 7D | -16.4% | +9.4% | -25.8% | -16.7% |
| 30D | -25.8% | +23.4% | -49.3% | -27.1% |
| 3M | -11.5% | +9.9% | -21.4% | -11.8% |
| 6M | +18.9% | +26.0% | -7.1% | +15.2% |
| YTD | +35.2% | +15.2% | +20.0% | +32.2% |
| 1Y | +14.5% | +18.4% | -4.0% | +11.4% |
| All | +322.4% | +13.2% | +309.2% | +364.4% |
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