+1,762.6%
NOK vs MRSH
+2,640.2%
-877.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +11.0% | -4.8% | +15.7% | +13.6% |
| 30D | +7.8% | -6.3% | +14.2% | +11.2% |
| 3M | -21.0% | +5.8% | -26.8% | -25.0% |
| 6M | +40.9% | +2.8% | +38.1% | +34.4% |
| YTD | +72.0% | -3.1% | +75.1% | +67.6% |
| 1Y | +140.9% | -11.3% | +152.2% | +144.4% |
| 3Y | +194.3% | -5.0% | +199.2% | +182.7% |
| 5Y | +112.5% | +19.2% | +93.3% | +78.2% |
| 10Y | +137.7% | +217.4% | -79.7% | +13.5% |
| All | +1,762.6% | +2,640.2% | -877.5% | +182.9% |
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