+250.1%
SPOT vs MRSH
+151.8%
+98.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -6.9% | -5.9% | -0.9% | -3.9% |
| 30D | +4.1% | -7.3% | +11.4% | +8.3% |
| 3M | +3.7% | +6.7% | -3.0% | +0.4% |
| 6M | -1.6% | +3.0% | -4.6% | -3.6% |
| YTD | -10.2% | -2.9% | -7.2% | -9.5% |
| 1Y | -25.9% | -9.0% | -16.9% | -23.3% |
| 3Y | +235.6% | -4.3% | +239.9% | +235.2% |
| 5Y | +110.6% | +19.4% | +91.1% | +87.4% |
| All | +250.1% | +151.8% | +98.3% | +129.1% |
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