+5,992.2%
SO vs MRSH
+3,262.1%
+2,730.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | 0.0% | -5.9% | +5.9% | +1.5% |
| 30D | -2.5% | -7.3% | +4.8% | -0.8% |
| 3M | -4.2% | +7.4% | -11.6% | -6.0% |
| 6M | -7.7% | -0.7% | -7.0% | -8.0% |
| YTD | +3.8% | -3.2% | +7.0% | +3.9% |
| 1Y | +0.1% | -10.6% | +10.7% | +2.0% |
| 3Y | +44.2% | -4.6% | +48.8% | +44.4% |
| 5Y | +57.9% | +19.3% | +38.6% | +49.2% |
| 10Y | +162.0% | +217.3% | -55.3% | +100.7% |
| All | +5,992.2% | +3,262.1% | +2,730.2% | +2,428.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling