+15.6%
U vs MRSH
-4.9%
+20.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +5.5% | -4.8% | +10.3% | +5.8% |
| 30D | -1.3% | -6.3% | +5.0% | -0.8% |
| 3M | +64.6% | +5.8% | +58.8% | +64.2% |
| 6M | +119.4% | +2.8% | +116.6% | +118.6% |
| YTD | -0.5% | -3.1% | +2.6% | -0.9% |
| 1Y | +1.3% | -11.3% | +12.6% | +2.8% |
| 3Y | +15.6% | -5.0% | +20.6% | +18.2% |
| All | +15.6% | -4.9% | +20.5% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling