+2,273.4%
STM vs MRSH
+2,977.1%
-703.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +1.1% |
| 7D | +5.2% | -3.8% | +9.0% | +7.5% |
| 30D | -7.4% | -5.8% | -1.6% | -4.4% |
| 3M | -30.6% | +11.7% | -42.3% | -36.8% |
| 6M | +66.4% | -0.3% | +66.7% | +59.2% |
| YTD | +101.1% | -1.1% | +102.3% | +90.6% |
| 1Y | +97.4% | -9.5% | +106.8% | +96.0% |
| 3Y | +21.1% | -2.6% | +23.7% | +12.6% |
| 5Y | +22.5% | +22.7% | -0.3% | -1.3% |
| 10Y | +657.6% | +214.6% | +443.0% | +250.5% |
| All | +2,273.4% | +2,977.1% | -703.7% | +253.3% |
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