+547.1%
XYZ vs MRSH
+352.5%
+194.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +1.9% |
| 7D | -1.1% | +1.4% | -2.5% | -2.3% |
| 30D | +11.5% | +16.5% | -5.0% | -2.7% |
| 3M | +1.8% | +10.8% | -9.0% | -7.3% |
| 6M | +21.2% | +32.1% | -10.9% | -7.5% |
| YTD | +29.9% | +14.5% | +15.5% | +11.3% |
| 1Y | +35.8% | +15.5% | +20.3% | +15.1% |
| 3Y | +62.6% | +9.3% | +53.2% | +36.5% |
| 5Y | -62.8% | +35.1% | -97.9% | -74.3% |
| 10Y | +612.0% | +263.2% | +348.8% | +109.6% |
| All | +547.1% | +352.5% | +194.6% | +69.4% |
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