+2,194.5%
SAP vs MRSH
+2,565.3%
-370.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.3% |
| 7D | -0.3% | -3.8% | +3.5% | +1.7% |
| 30D | +2.6% | -5.8% | +8.4% | +5.7% |
| 3M | +16.3% | +11.7% | +4.6% | +10.2% |
| 6M | +6.4% | -0.3% | +6.7% | +6.4% |
| YTD | -11.4% | -1.1% | -10.3% | -12.0% |
| 1Y | -20.4% | -9.5% | -11.0% | -17.7% |
| 3Y | +56.5% | -2.6% | +59.1% | +54.7% |
| 5Y | +56.8% | +22.7% | +34.0% | +37.0% |
| 10Y | +176.2% | +214.6% | -38.4% | +48.9% |
| All | +2,194.5% | +2,565.3% | -370.8% | +273.8% |
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