+7,985.7%
USB vs MRSH
+3,816.7%
+4,169.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.7% |
| 7D | 0.0% | +2.1% | -2.1% | -1.1% |
| 30D | +5.8% | +17.9% | -12.1% | -3.2% |
| 3M | -6.0% | +6.6% | -12.5% | -9.4% |
| 6M | +7.8% | +26.4% | -18.6% | -5.8% |
| YTD | +14.6% | +12.8% | +1.8% | +5.3% |
| 1Y | +31.8% | +18.5% | +13.2% | +17.9% |
| 3Y | +91.5% | +10.9% | +80.7% | +74.7% |
| 5Y | +22.0% | +37.5% | -15.4% | -1.6% |
| 10Y | +96.1% | +279.7% | -183.7% | -7.6% |
| All | +7,985.7% | +3,816.7% | +4,169.0% | +1,471.1% |
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