-22.2%
ON vs MRSH
-4.9%
-17.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.4% |
| 7D | +2.4% | -4.8% | +7.1% | +0.6% |
| 30D | -8.6% | -6.3% | -2.3% | -10.6% |
| 3M | -34.3% | +5.8% | -40.1% | -32.5% |
| 6M | +28.5% | +2.8% | +25.7% | +32.8% |
| YTD | +40.6% | -3.1% | +43.7% | +45.5% |
| 1Y | +55.3% | -11.3% | +66.6% | +61.7% |
| 3Y | -22.2% | -5.0% | -17.2% | -6.2% |
| All | -22.2% | -4.9% | -17.3% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling