-2.7%
SMCI vs MRSH
-7.9%
+5.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.4% | +6.0% | +3.2% |
| 7D | +6.8% | -3.6% | +10.4% | +3.2% |
| 30D | +30.6% | -3.0% | +33.6% | +27.5% |
| 3M | -15.6% | +15.8% | -31.4% | -3.6% |
| 6M | +21.3% | +1.6% | +19.7% | +35.5% |
| YTD | +35.3% | +1.7% | +33.5% | +51.6% |
| 1Y | -2.7% | -8.0% | +5.3% | +8.6% |
| All | -2.7% | -7.9% | +5.1% | +8.6% |
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 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