+35.8%
XYZ vs MRSH
+16.1%
+19.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.5% |
| 7D | -1.1% | +1.4% | -2.5% | -1.6% |
| 30D | +11.5% | +16.5% | -5.0% | +6.7% |
| 3M | +1.8% | +10.8% | -9.0% | -1.3% |
| 6M | +21.2% | +32.1% | -10.9% | +12.0% |
| YTD | +29.9% | +14.5% | +15.5% | +24.7% |
| 1Y | +35.8% | +15.5% | +20.3% | +30.2% |
| All | +35.8% | +16.1% | +19.7% | +30.2% |
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 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