+318.0%
SPYM vs MRSH
+218.8%
+99.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | -4.8% | +4.0% | +1.7% |
| 30D | -1.1% | -6.3% | +5.3% | +2.1% |
| 3M | +3.9% | +5.8% | -1.9% | -0.1% |
| 6M | +13.6% | +2.8% | +10.8% | +10.1% |
| YTD | +12.7% | -3.1% | +15.9% | +12.1% |
| 1Y | +17.6% | -11.3% | +28.9% | +22.4% |
| 3Y | +77.2% | -5.0% | +82.2% | +73.4% |
| 5Y | +84.1% | +19.2% | +64.9% | +53.8% |
| All | +318.0% | +218.8% | +99.2% | +107.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling