+96.9%
PSX vs MRSH
+20.0%
+76.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.8% | -4.8% |
| 7D | -5.2% | +9.4% | -14.6% | -6.2% |
| 30D | -3.7% | +23.4% | -27.2% | -6.3% |
| 3M | +26.8% | +9.9% | +16.9% | +25.4% |
| 6M | +47.3% | +26.0% | +21.3% | +41.9% |
| YTD | +105.4% | +15.2% | +90.2% | +103.1% |
| 1Y | +96.9% | +18.4% | +78.5% | +93.0% |
| All | +96.9% | +20.0% | +76.9% | +93.0% |
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