+5.2%
SSPC vs MRSH
+26.0%
-20.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.3% | +4.5% | +4.5% |
| 7D | +11.8% | +9.4% | +2.4% | +2.8% |
| 30D | +44.8% | +23.4% | +21.4% | +24.8% |
| 3M | -40.7% | +9.9% | -50.6% | -46.6% |
| All | +5.2% | +26.0% | -20.7% | +1.0% |
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 · Available span rolling