+165.4%
W vs MRSH
+322.8%
-157.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +2.0% |
| 7D | +5.9% | -5.9% | +11.8% | +11.7% |
| 30D | -3.0% | -7.3% | +4.3% | +3.6% |
| 3M | +40.3% | +7.4% | +32.9% | +28.8% |
| 6M | +32.2% | -0.7% | +32.9% | +28.6% |
| YTD | -0.3% | -3.2% | +2.9% | -2.1% |
| 1Y | +16.2% | -10.6% | +26.8% | +21.3% |
| 3Y | +40.7% | -4.6% | +45.3% | +28.3% |
| 5Y | -62.3% | +19.3% | -81.6% | -72.2% |
| 10Y | +162.2% | +217.3% | -55.0% | -24.6% |
| All | +165.4% | +322.8% | -157.4% | -44.8% |
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