+11.2%
SNPS vs MRSH
+20.0%
-8.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | +1.0% |
| 7D | -3.9% | +9.4% | -13.3% | -1.4% |
| 30D | -5.2% | +23.4% | -28.7% | 0.0% |
| 3M | +14.6% | +9.9% | +4.7% | +18.2% |
| 6M | -6.9% | +26.0% | -33.0% | -1.7% |
| YTD | -1.4% | +15.2% | -16.7% | +2.4% |
| 1Y | +11.2% | +18.4% | -7.2% | +16.5% |
| All | +11.2% | +20.0% | -8.8% | +16.5% |
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