+43.2%
TER vs MRSH
+20.0%
+23.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.3% | -10.1% | -2.1% |
| 7D | -19.9% | +9.4% | -29.3% | -8.4% |
| 30D | -43.5% | +23.4% | -67.0% | -23.1% |
| 3M | -37.8% | +9.9% | -47.7% | -25.8% |
| 6M | -25.6% | +26.0% | -51.6% | +10.2% |
| YTD | +29.8% | +15.2% | +14.6% | +82.0% |
| 1Y | +43.2% | +18.4% | +24.8% | +109.8% |
| All | +43.2% | +20.0% | +23.2% | +109.8% |
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