+1,084.6%
XLI vs MRSH
+1,042.9%
+41.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -2.3% | -5.9% | +3.6% | +0.4% |
| 30D | -8.2% | -7.3% | -0.9% | -5.1% |
| 3M | +0.8% | +6.7% | -5.9% | -2.9% |
| 6M | +0.8% | +3.0% | -2.2% | -2.0% |
| YTD | +10.5% | -2.9% | +13.4% | +9.8% |
| 1Y | +14.1% | -9.0% | +23.1% | +16.3% |
| 3Y | +68.6% | -4.3% | +72.9% | +66.5% |
| 5Y | +80.4% | +19.4% | +61.0% | +59.9% |
| 10Y | +254.6% | +218.1% | +36.6% | +103.1% |
| All | +1,084.6% | +1,042.9% | +41.7% | +301.2% |
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