+91.5%
USB vs MRSH
+10.8%
+80.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | 0.0% | +2.1% | -2.1% | -0.5% |
| 30D | +5.8% | +17.9% | -12.1% | +1.9% |
| 3M | -6.0% | +6.6% | -12.5% | -7.4% |
| 6M | +7.8% | +26.4% | -18.6% | +1.5% |
| YTD | +14.6% | +12.8% | +1.8% | +10.7% |
| 1Y | +31.8% | +18.5% | +13.2% | +25.4% |
| 3Y | +91.5% | +10.9% | +80.7% | +103.7% |
| All | +91.5% | +10.8% | +80.7% | +103.7% |
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 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