+43.4%
SMH vs MRSH
+20.0%
+23.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.1% | -0.1% |
| 7D | -11.2% | +9.4% | -20.6% | -4.3% |
| 30D | -20.4% | +23.4% | -43.9% | -5.7% |
| 3M | -12.4% | +9.9% | -22.3% | -4.4% |
| 6M | -0.5% | +26.0% | -26.5% | +22.4% |
| YTD | +40.0% | +15.2% | +24.8% | +65.6% |
| 1Y | +43.4% | +18.4% | +25.0% | +74.3% |
| All | +43.4% | +20.0% | +23.4% | +74.3% |
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