+14.7%
XLF vs MRSH
+20.0%
-5.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +2.7% |
| 7D | +5.5% | +9.4% | -3.9% | +3.4% |
| 30D | +9.9% | +23.4% | -13.6% | +4.9% |
| 3M | +2.6% | +9.9% | -7.2% | +0.4% |
| 6M | +15.6% | +26.0% | -10.4% | +9.2% |
| YTD | +9.4% | +15.2% | -5.8% | +5.3% |
| 1Y | +14.7% | +18.4% | -3.7% | +9.5% |
| All | +14.7% | +20.0% | -5.3% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling