-25.9%
STRL vs MRSH
+20.0%
-45.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.3% | -24.8% | -16.3% |
| 7D | -27.1% | +9.4% | -36.5% | -15.1% |
| 30D | -45.8% | +23.4% | -69.2% | -24.2% |
| 3M | -47.6% | +9.9% | -57.5% | -37.5% |
| 6M | -46.4% | +26.0% | -72.5% | -18.2% |
| YTD | -7.4% | +15.2% | -22.6% | +31.3% |
| 1Y | -25.9% | +18.4% | -44.3% | +10.5% |
| All | -25.9% | +20.0% | -45.9% | +10.5% |
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 · 6 months rolling