-14.0%
SNPS vs MRSH
-4.7%
-9.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | -4.6% | -5.9% | +1.3% | -3.9% |
| 30D | -3.3% | -7.3% | +4.0% | -2.5% |
| 3M | -13.8% | +6.7% | -20.4% | -15.1% |
| 6M | -8.2% | +3.0% | -11.2% | -9.2% |
| YTD | -15.4% | -2.9% | -12.5% | -15.4% |
| 1Y | +2.4% | -9.0% | +11.4% | +4.7% |
| All | -14.0% | -4.7% | -9.3% | -11.5% |
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 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