+1,337.5%
STX vs MRSH
-4.7%
+1,342.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.5% |
| 7D | +8.0% | -5.9% | +13.9% | +4.9% |
| 30D | +5.1% | -7.3% | +12.4% | +1.7% |
| 3M | +5.8% | +6.7% | -0.9% | +9.5% |
| 6M | +124.9% | +3.0% | +122.0% | +133.3% |
| YTD | +213.9% | -2.9% | +216.8% | +224.9% |
| 1Y | +350.4% | -9.0% | +359.4% | +369.0% |
| All | +1,337.5% | -4.7% | +1,342.2% | +1,382.6% |
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