-85.6%
SMR vs MRSH
+20.0%
-105.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.8% | -1.8% |
| 7D | -9.5% | +9.4% | -18.9% | -2.6% |
| 30D | -33.2% | +23.4% | -56.6% | -20.4% |
| 3M | -45.9% | +9.9% | -55.8% | -41.4% |
| 6M | -57.9% | +26.0% | -83.9% | -48.3% |
| YTD | -63.8% | +15.2% | -79.0% | -58.5% |
| 1Y | -85.6% | +18.4% | -104.0% | -82.9% |
| All | -85.6% | +20.0% | -105.6% | -82.9% |
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