+19.8%
ON vs MRSH
-1.9%
+21.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -2.4% |
| 7D | -1.9% | -5.9% | +4.0% | -8.5% |
| 30D | -11.0% | -7.3% | -3.7% | -18.2% |
| 3M | -39.3% | +7.4% | -46.8% | -30.9% |
| 6M | +19.8% | -0.7% | +20.5% | +38.5% |
| All | +19.8% | -1.9% | +21.7% | +38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling