+31.7%
W vs MRSH
-4.7%
+36.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.7% |
| 7D | +0.5% | -5.9% | +6.4% | +0.7% |
| 30D | -5.6% | -7.3% | +1.7% | -5.3% |
| 3M | +41.9% | +6.7% | +35.2% | +41.0% |
| 6M | +30.2% | +3.0% | +27.2% | +29.4% |
| YTD | -2.9% | -2.9% | 0.0% | -3.3% |
| 1Y | +11.6% | -9.0% | +20.6% | +11.5% |
| All | +31.7% | -4.7% | +36.4% | +28.2% |
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