+20.1%
W vs MRSH
-7.9%
+27.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +2.4% |
| 7D | -4.2% | -3.6% | -0.6% | -4.6% |
| 30D | -7.6% | -3.0% | -4.6% | -7.9% |
| 3M | +37.2% | +15.8% | +21.3% | +39.2% |
| 6M | +26.3% | +1.6% | +24.7% | +24.6% |
| YTD | -1.0% | +1.7% | -2.7% | -2.7% |
| 1Y | +20.1% | -8.0% | +28.1% | +12.4% |
| All | +20.1% | -7.9% | +27.9% | +12.4% |
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