+13.1%
WM vs MRSH
+28.0%
-14.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | +1.2% | -1.8% | +3.0% | +2.1% |
| 30D | +15.2% | +16.2% | -1.0% | +7.5% |
| 3M | +8.3% | +9.5% | -1.2% | +3.6% |
| 6M | +13.1% | +27.3% | -14.2% | +1.9% |
| All | +13.1% | +28.0% | -14.8% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling