+746.4%
TEAM vs MRSH
+283.4%
+463.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.8% | +2.1% |
| 7D | -4.7% | -5.9% | +1.2% | -0.8% |
| 30D | +17.0% | -7.3% | +24.3% | +22.9% |
| 3M | +85.9% | +7.4% | +78.5% | +78.0% |
| 6M | +116.7% | -0.7% | +117.3% | +117.9% |
| YTD | +9.6% | -3.2% | +12.8% | +11.3% |
| 1Y | -2.5% | -10.6% | +8.1% | +3.6% |
| 3Y | -14.0% | -4.6% | -9.4% | -14.7% |
| 5Y | -53.1% | +19.3% | -72.4% | -59.6% |
| 10Y | +502.9% | +217.3% | +285.7% | +186.3% |
| All | +746.4% | +283.4% | +463.0% | +250.1% |
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