+8,438.8%
USB vs MRSH
+3,431.3%
+5,007.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.5% |
| 7D | +1.4% | -3.6% | +5.0% | +3.4% |
| 30D | -1.3% | -3.0% | +1.7% | +0.2% |
| 3M | +15.2% | +15.8% | -0.6% | +5.8% |
| 6M | +18.8% | +1.6% | +17.3% | +16.3% |
| YTD | +21.0% | +1.7% | +19.3% | +17.8% |
| 1Y | +34.0% | -8.0% | +42.0% | +37.1% |
| 3Y | +95.3% | -0.3% | +95.6% | +89.0% |
| 5Y | +40.4% | +25.9% | +14.5% | +18.7% |
| 10Y | +107.3% | +222.0% | -114.6% | +6.7% |
| All | +8,438.8% | +3,431.3% | +5,007.6% | +1,656.6% |
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