+821.2%
SPYM vs MRSH
+851.1%
-30.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | -4.8% | +4.0% | +1.4% |
| 30D | -1.1% | -6.3% | +5.3% | +1.7% |
| 3M | +3.9% | +5.8% | -1.9% | +0.5% |
| 6M | +13.6% | +2.8% | +10.8% | +10.6% |
| YTD | +12.7% | -3.1% | +15.9% | +12.2% |
| 1Y | +17.6% | -11.3% | +28.9% | +21.4% |
| 3Y | +77.2% | -5.0% | +82.2% | +75.1% |
| 5Y | +84.1% | +19.2% | +64.9% | +62.7% |
| 10Y | +323.8% | +217.4% | +106.5% | +142.6% |
| All | +821.2% | +851.1% | -30.0% | +233.8% |
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