-66.5%
U vs MRSH
+18.2%
-84.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.7% |
| 7D | +5.5% | -4.8% | +10.3% | +9.3% |
| 30D | -1.3% | -6.3% | +5.0% | +3.6% |
| 3M | +64.6% | +5.8% | +58.8% | +55.9% |
| 6M | +119.4% | +2.8% | +116.6% | +109.5% |
| YTD | -0.5% | -3.1% | +2.6% | -1.3% |
| 1Y | +1.3% | -11.3% | +12.6% | +8.6% |
| 3Y | +15.6% | -5.0% | +20.6% | +1.5% |
| All | -66.5% | +18.2% | -84.7% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling