+526.2%
STRL vs MRSH
-4.7%
+530.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -1.9% |
| 7D | +5.4% | -5.9% | +11.3% | +2.0% |
| 30D | -9.0% | -7.3% | -1.7% | -12.3% |
| 3M | -37.1% | +6.7% | -43.7% | -34.8% |
| 6M | +17.8% | +3.0% | +14.8% | +22.7% |
| YTD | +58.3% | -2.9% | +61.2% | +65.0% |
| 1Y | +61.0% | -9.0% | +70.0% | +70.4% |
| All | +526.2% | -4.7% | +530.9% | +539.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling