-25.1%
NOW vs MRSH
+34.9%
-60.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.9% |
| 7D | +0.3% | +1.4% | -1.2% | -0.7% |
| 30D | -27.0% | +16.5% | -43.4% | -35.1% |
| 3M | -19.6% | +10.8% | -30.4% | -25.9% |
| 6M | +17.5% | +32.1% | -14.6% | -4.1% |
| YTD | -33.3% | +14.5% | -47.7% | -40.5% |
| 1Y | -39.8% | +15.5% | -55.3% | -46.8% |
| 3Y | -19.9% | +9.3% | -29.3% | -30.4% |
| All | -25.1% | +34.9% | -60.0% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling