+1,449.6%
NET vs MRSH
+107.9%
+1,341.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.1% |
| 7D | -7.0% | -3.6% | -3.4% | -4.8% |
| 30D | -4.8% | -3.0% | -1.8% | -3.2% |
| 3M | +3.8% | +15.8% | -12.0% | -7.0% |
| 6M | +50.0% | +1.6% | +48.5% | +46.5% |
| YTD | +41.5% | +1.7% | +39.8% | +36.6% |
| 1Y | +32.8% | -8.0% | +40.9% | +36.7% |
| 3Y | +335.9% | -0.3% | +336.1% | +308.5% |
| 5Y | +113.8% | +25.9% | +87.9% | +71.6% |
| All | +1,449.6% | +107.9% | +1,341.7% | +987.4% |
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 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