+22,282.0%
SYK vs MRSH
+3,270.6%
+19,011.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.1% |
| 7D | -12.3% | -5.9% | -6.4% | -10.1% |
| 30D | -22.4% | -7.3% | -15.1% | -20.0% |
| 3M | -12.3% | +6.7% | -19.0% | -14.4% |
| 6M | -24.3% | +3.0% | -27.3% | -25.3% |
| YTD | -22.8% | -2.9% | -19.9% | -22.3% |
| 1Y | -28.8% | -9.0% | -19.8% | -26.7% |
| 3Y | -4.0% | -4.3% | +0.3% | -3.5% |
| 5Y | +3.8% | +19.4% | -15.6% | -4.0% |
| 10Y | +172.8% | +218.1% | -45.3% | +77.8% |
| All | +22,282.0% | +3,270.6% | +19,011.4% | +5,611.5% |
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 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