+4.3%
QQQ vs MRSH
+17.6%
-13.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.6% |
| 7D | -9.5% | +6.3% | -15.8% | -7.9% |
| 30D | -14.8% | +21.9% | -36.8% | -9.8% |
| 3M | -9.7% | +9.4% | -19.1% | -7.1% |
| 6M | -4.9% | +25.9% | -30.8% | +1.9% |
| YTD | +5.7% | +14.7% | -9.0% | +11.9% |
| 1Y | +4.3% | +19.3% | -15.0% | +11.7% |
| All | +4.3% | +17.6% | -13.3% | +11.7% |
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