+1.3%
U vs MRSH
-9.2%
+10.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +5.5% | -4.8% | +10.3% | +5.5% |
| 30D | -1.3% | -6.3% | +5.0% | -1.3% |
| 3M | +64.6% | +5.8% | +58.8% | +65.4% |
| 6M | +119.4% | +2.8% | +116.6% | +118.6% |
| YTD | -0.5% | -3.1% | +2.6% | -2.8% |
| 1Y | +1.3% | -11.3% | +12.6% | +4.5% |
| All | +1.3% | -9.2% | +10.5% | +4.5% |
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