+533.2%
XYZ vs MRSH
+302.2%
+231.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.6% |
| 7D | -1.0% | -3.6% | +2.6% | +2.4% |
| 30D | -1.7% | -3.0% | +1.3% | +0.9% |
| 3M | +16.7% | +15.8% | +0.9% | +0.6% |
| 6M | +26.9% | +1.6% | +25.3% | +22.2% |
| YTD | +27.1% | +1.7% | +25.4% | +21.2% |
| 1Y | +9.3% | -8.0% | +17.3% | +13.6% |
| 3Y | +42.3% | -0.3% | +42.5% | +29.2% |
| 5Y | -69.3% | +25.9% | -95.2% | -77.5% |
| 10Y | +586.8% | +222.0% | +364.9% | +125.5% |
| All | +533.2% | +302.2% | +231.0% | +84.6% |
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