+17.7%
STM vs MRSH
+19.1%
-1.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | -1.1% | -5.9% | +4.9% | +0.1% |
| 30D | -7.8% | -7.3% | -0.5% | -6.5% |
| 3M | -28.2% | +6.7% | -34.9% | -30.5% |
| 6M | +52.0% | +3.0% | +49.0% | +47.6% |
| YTD | +96.4% | -2.9% | +99.3% | +94.0% |
| 1Y | +98.8% | -9.0% | +107.8% | +102.6% |
| 3Y | +18.3% | -4.3% | +22.6% | +11.0% |
| 5Y | +17.7% | +19.4% | -1.7% | -14.4% |
| All | +17.7% | +19.1% | -1.4% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling