+55.3%
ON vs MRSH
-9.2%
+64.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.3% |
| 7D | +2.4% | -4.8% | +7.1% | -1.7% |
| 30D | -8.6% | -6.3% | -2.3% | -13.2% |
| 3M | -34.3% | +5.8% | -40.1% | -29.2% |
| 6M | +28.5% | +2.8% | +25.7% | +39.7% |
| YTD | +40.6% | -3.1% | +43.7% | +50.2% |
| 1Y | +55.3% | -11.3% | +66.6% | +54.9% |
| All | +55.3% | -9.2% | +64.6% | +54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling