+655.9%
STM vs MRSH
+218.8%
+437.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -1.4% | -4.8% | +3.4% | +1.3% |
| 30D | -4.9% | -6.3% | +1.4% | -1.6% |
| 3M | -34.0% | +5.8% | -39.8% | -38.1% |
| 6M | +51.8% | +2.8% | +49.0% | +42.0% |
| YTD | +99.4% | -3.1% | +102.5% | +91.0% |
| 1Y | +99.1% | -11.3% | +110.3% | +102.3% |
| 3Y | +19.5% | -5.0% | +24.4% | +10.1% |
| 5Y | +19.5% | +19.2% | +0.3% | -11.5% |
| All | +655.9% | +218.8% | +437.0% | +156.6% |
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