+5,285.6%
O vs MRSH
+2,934.7%
+2,350.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.7% |
| 7D | -2.3% | -5.9% | +3.6% | 0.0% |
| 30D | -2.4% | -7.3% | +4.9% | +0.4% |
| 3M | -0.6% | +7.4% | -8.0% | -3.6% |
| 6M | -5.0% | -0.7% | -4.3% | -5.5% |
| YTD | +10.4% | -3.2% | +13.5% | +10.5% |
| 1Y | +6.6% | -10.6% | +17.2% | +9.7% |
| 3Y | +28.4% | -4.6% | +32.9% | +27.8% |
| 5Y | +15.3% | +19.3% | -4.0% | +4.2% |
| 10Y | +55.3% | +217.3% | -161.9% | -1.2% |
| All | +5,285.6% | +2,934.7% | +2,350.9% | +1,837.4% |
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