+14.8%
SPYM vs MRSH
+20.0%
-5.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.7% | +1.9% |
| 7D | -0.7% | +9.4% | -10.1% | +0.1% |
| 30D | -1.1% | +23.4% | -24.5% | +0.8% |
| 3M | -0.3% | +9.9% | -10.2% | +0.6% |
| 6M | +7.3% | +26.0% | -18.7% | +9.7% |
| YTD | +13.4% | +15.2% | -1.8% | +15.5% |
| 1Y | +14.8% | +18.4% | -3.6% | +17.2% |
| All | +14.8% | +20.0% | -5.2% | +17.2% |
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