+195.8%
ON vs MRSH
+523.0%
-327.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +1.1% |
| 7D | -1.9% | -5.9% | +4.0% | +1.9% |
| 30D | -11.0% | -7.3% | -3.7% | -7.0% |
| 3M | -39.3% | +7.4% | -46.8% | -43.9% |
| 6M | +19.8% | -0.7% | +20.5% | +14.5% |
| YTD | +31.1% | -3.2% | +34.2% | +25.9% |
| 1Y | +46.0% | -10.6% | +56.6% | +46.2% |
| 3Y | -27.5% | -4.6% | -23.0% | -32.4% |
| 5Y | +56.9% | +19.3% | +37.6% | +27.3% |
| 10Y | +591.8% | +217.3% | +374.6% | +211.2% |
| All | +195.8% | +523.0% | -327.2% | -18.6% |
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