+14,784.7%
TER vs MRSH
+3,332.0%
+11,452.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.0% | +5.8% |
| 7D | +11.0% | -3.8% | +14.7% | +13.2% |
| 30D | -1.9% | -5.8% | +3.9% | +1.0% |
| 3M | -0.7% | +11.7% | -12.4% | -9.9% |
| 6M | +36.4% | -0.3% | +36.7% | +29.4% |
| YTD | +92.4% | -1.1% | +93.6% | +81.7% |
| 1Y | +213.5% | -9.5% | +223.0% | +208.4% |
| 3Y | +277.2% | -2.6% | +279.8% | +246.9% |
| 5Y | +219.1% | +22.7% | +196.4% | +158.7% |
| 10Y | +1,744.2% | +214.6% | +1,529.7% | +756.0% |
| All | +14,784.7% | +3,332.0% | +11,452.7% | +1,972.6% |
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