+199.8%
TER vs MRSH
-7.9%
+207.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.9% | +3.8% |
| 7D | +0.6% | -3.6% | +4.2% | -3.5% |
| 30D | -8.3% | -3.0% | -5.3% | -10.8% |
| 3M | -12.2% | +15.8% | -28.1% | +5.1% |
| 6M | +17.0% | +1.6% | +15.5% | +32.8% |
| YTD | +84.6% | +1.7% | +82.9% | +109.7% |
| 1Y | +199.8% | -8.0% | +207.8% | +242.5% |
| All | +199.8% | -7.9% | +207.7% | +242.5% |
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 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