-35.6%
SMCI vs MRSH
+17.6%
-53.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.5% | -8.1% | -9.0% |
| 7D | -21.3% | +6.3% | -27.6% | -15.2% |
| 30D | -37.7% | +21.9% | -59.6% | -21.0% |
| 3M | -10.7% | +9.4% | -20.1% | +1.3% |
| 6M | -2.7% | +25.9% | -28.6% | +30.6% |
| YTD | -7.5% | +14.7% | -22.2% | +23.4% |
| 1Y | -35.6% | +19.3% | -54.8% | -11.9% |
| All | -35.6% | +17.6% | -53.2% | -11.9% |
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