-63.2%
W vs MRSH
+18.2%
-81.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.3% |
| 7D | -0.9% | -4.8% | +3.9% | +2.5% |
| 30D | -4.2% | -6.3% | +2.1% | +0.1% |
| 3M | +26.9% | +5.8% | +21.1% | +19.8% |
| 6M | +31.2% | +2.8% | +28.4% | +25.1% |
| YTD | -1.8% | -3.1% | +1.3% | -2.9% |
| 1Y | +9.3% | -11.3% | +20.6% | +15.7% |
| 3Y | +33.2% | -5.0% | +38.2% | +16.9% |
| All | -63.2% | +18.2% | -81.4% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling