+45.4%
SMR vs MRSH
-4.9%
+50.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.2% | -15.5% | -15.7% |
| 7D | -11.2% | -4.8% | -6.5% | -12.3% |
| 30D | -10.2% | -6.3% | -3.9% | -11.7% |
| 3M | -10.0% | +5.8% | -15.8% | -9.3% |
| 6M | -30.5% | +2.8% | -33.2% | -29.8% |
| YTD | -39.2% | -3.1% | -36.1% | -38.4% |
| 1Y | -75.5% | -11.3% | -64.3% | -74.5% |
| 3Y | +45.4% | -5.0% | +50.4% | +54.9% |
| All | +45.4% | -4.9% | +50.3% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling