+29,499.1%
WM vs MRSH
+3,833.4%
+25,665.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | +1.2% | -1.8% | +3.0% | +1.8% |
| 30D | +15.2% | +16.2% | -1.0% | +9.8% |
| 3M | +8.3% | +9.5% | -1.2% | +5.2% |
| 6M | +13.1% | +27.3% | -14.2% | +4.5% |
| YTD | +12.5% | +13.3% | -0.8% | +7.3% |
| 1Y | +21.8% | +15.0% | +6.8% | +15.5% |
| 3Y | +48.8% | +8.1% | +40.7% | +43.5% |
| 5Y | +62.1% | +33.7% | +28.4% | +45.4% |
| 10Y | +331.5% | +259.5% | +72.0% | +186.9% |
| All | +29,499.1% | +3,833.4% | +25,665.7% | +9,200.9% |
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 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