+19,359.6%
STRL vs MRSH
+3,155.6%
+16,204.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.2% | +6.2% |
| 7D | +3.4% | -3.6% | +7.0% | +4.4% |
| 30D | -9.2% | -3.0% | -6.2% | -8.6% |
| 3M | -51.0% | +15.8% | -66.9% | -53.9% |
| 6M | +15.8% | +1.6% | +14.2% | +12.2% |
| YTD | +58.9% | +1.7% | +57.1% | +53.0% |
| 1Y | +68.5% | -8.0% | +76.6% | +66.7% |
| 3Y | +485.2% | -0.3% | +485.5% | +460.1% |
| 5Y | +2,005.1% | +25.9% | +1,979.2% | +1,763.0% |
| 10Y | +7,118.0% | +222.0% | +6,896.0% | +4,807.1% |
| All | +19,359.6% | +3,155.6% | +16,204.0% | +8,791.2% |
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