+1,817.6%
SMH vs MRSH
+218.8%
+1,598.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.3% | -4.8% | +5.0% | +2.7% |
| 30D | -2.8% | -6.3% | +3.5% | +0.2% |
| 3M | -6.7% | +5.8% | -12.5% | -11.5% |
| 6M | +41.8% | +2.8% | +39.0% | +34.6% |
| YTD | +57.9% | -3.1% | +61.0% | +53.9% |
| 1Y | +87.6% | -11.3% | +98.9% | +92.1% |
| 3Y | +282.9% | -5.0% | +287.9% | +259.4% |
| 5Y | +330.4% | +19.2% | +311.2% | +236.8% |
| All | +1,817.6% | +218.8% | +1,598.8% | +725.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling