-0.3%
SPOT vs MRSH
+20.0%
-20.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +2.6% |
| 7D | +16.6% | +9.4% | +7.2% | +10.5% |
| 30D | +29.9% | +23.4% | +6.5% | +15.7% |
| 3M | +31.3% | +9.9% | +21.4% | +23.8% |
| 6M | +43.2% | +26.0% | +17.2% | +26.8% |
| YTD | +8.1% | +15.2% | -7.1% | -2.9% |
| 1Y | -0.3% | +18.4% | -18.7% | -10.7% |
| All | -0.3% | +20.0% | -20.3% | -10.7% |
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