+47.2%
XYZ vs MRSH
-4.9%
+52.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.3% |
| 7D | -3.7% | -5.9% | +2.1% | -2.2% |
| 30D | +0.5% | -7.3% | +7.8% | +2.6% |
| 3M | +16.3% | +7.4% | +8.8% | +13.9% |
| 6M | +21.1% | -0.7% | +21.8% | +20.8% |
| YTD | +22.0% | -3.2% | +25.1% | +22.3% |
| 1Y | +5.2% | -10.6% | +15.8% | +8.0% |
| All | +47.2% | -4.9% | +52.1% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling