+219.6%
UPS vs MRSH
+711.8%
-492.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.4% | -5.9% | +2.5% | -1.2% |
| 30D | -2.7% | -7.3% | +4.6% | 0.0% |
| 3M | -1.6% | +6.7% | -8.3% | -4.5% |
| 6M | +2.3% | +3.0% | -0.7% | +0.1% |
| YTD | +5.6% | -2.9% | +8.5% | +5.2% |
| 1Y | +27.1% | -9.0% | +36.0% | +29.3% |
| 3Y | -26.3% | -4.3% | -22.0% | -27.0% |
| 5Y | -34.5% | +19.4% | -53.9% | -40.6% |
| 10Y | +37.1% | +218.1% | -180.9% | -13.2% |
| All | +219.6% | +711.8% | -492.2% | +46.0% |
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