+1,139.1%
PSX vs MRSH
+624.1%
+515.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.7% | +1.8% |
| 7D | +1.8% | -5.9% | +7.7% | +5.3% |
| 30D | +21.6% | -7.3% | +29.0% | +26.8% |
| 3M | +46.5% | +7.4% | +39.0% | +39.1% |
| 6M | +62.0% | -0.7% | +62.7% | +60.1% |
| YTD | +106.3% | -3.2% | +109.5% | +106.0% |
| 1Y | +103.0% | -10.6% | +113.6% | +111.7% |
| 3Y | +135.5% | -4.6% | +140.1% | +130.6% |
| 5Y | +368.5% | +19.3% | +349.2% | +278.0% |
| 10Y | +386.6% | +217.3% | +169.3% | +84.6% |
| All | +1,139.1% | +624.1% | +515.0% | +170.3% |
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