+69,340.9%
ROST vs MRSH
+3,270.6%
+66,070.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.5% | -5.9% | +3.4% | +0.1% |
| 30D | -10.3% | -7.3% | -3.0% | -7.3% |
| 3M | -2.6% | +6.7% | -9.3% | -5.6% |
| 6M | +6.5% | +3.0% | +3.5% | +4.1% |
| YTD | +25.9% | -2.9% | +28.8% | +25.7% |
| 1Y | +52.3% | -9.0% | +61.3% | +55.9% |
| 3Y | +94.6% | -4.3% | +98.9% | +92.9% |
| 5Y | +111.1% | +19.4% | +91.7% | +89.9% |
| 10Y | +308.9% | +218.1% | +90.8% | +145.6% |
| All | +69,340.9% | +3,270.6% | +66,070.3% | +10,086.6% |
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