-68.4%
XYZ vs MRSH
+20.1%
-88.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | +0.9% |
| 7D | -3.7% | -5.9% | +2.1% | +1.4% |
| 30D | +0.5% | -7.3% | +7.8% | +7.2% |
| 3M | +16.3% | +7.4% | +8.8% | +7.9% |
| 6M | +21.1% | -0.7% | +21.8% | +19.2% |
| YTD | +22.0% | -3.2% | +25.1% | +21.9% |
| 1Y | +5.2% | -10.6% | +15.8% | +12.8% |
| 3Y | +49.6% | -4.6% | +54.1% | +33.5% |
| 5Y | -68.4% | +19.3% | -87.7% | -81.7% |
| All | -68.4% | +20.1% | -88.6% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling