+201.4%
B vs MRSH
+218.8%
-17.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | -4.8% | +2.4% | -1.7% |
| 30D | +6.3% | -6.3% | +12.7% | +7.4% |
| 3M | +12.1% | +5.8% | +6.3% | +10.8% |
| 6M | -3.1% | +2.8% | -5.9% | -4.1% |
| YTD | +2.0% | -3.1% | +5.1% | +1.9% |
| 1Y | +51.7% | -11.3% | +62.9% | +54.1% |
| 3Y | +190.5% | -5.0% | +195.5% | +189.6% |
| 5Y | +158.0% | +19.2% | +138.8% | +143.0% |
| All | +201.4% | +218.8% | -17.4% | +164.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling