-29.8%
SYK vs MRSH
-9.0%
-20.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.1% |
| 7D | -12.3% | -5.9% | -6.4% | -10.2% |
| 30D | -22.4% | -7.3% | -15.1% | -20.2% |
| 3M | -12.3% | +6.7% | -19.0% | -13.1% |
| 6M | -24.3% | +3.0% | -27.3% | -25.0% |
| YTD | -22.8% | -2.9% | -19.9% | -22.7% |
| All | -29.8% | -9.0% | -20.8% | -29.9% |
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