+36.5%
USB vs MRSH
+20.0%
+16.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.3% |
| 7D | +2.4% | +9.4% | -7.0% | +0.9% |
| 30D | +6.6% | +23.4% | -16.9% | +3.1% |
| 3M | -4.1% | +9.9% | -14.0% | -5.7% |
| 6M | +12.5% | +26.0% | -13.6% | +7.8% |
| YTD | +17.6% | +15.2% | +2.4% | +14.2% |
| 1Y | +36.5% | +18.4% | +18.1% | +31.8% |
| All | +36.5% | +20.0% | +16.5% | +31.8% |
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