+292.4%
C vs MRSH
+218.8%
+73.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | +0.8% | -4.8% | +5.6% | +4.0% |
| 30D | +0.9% | -6.3% | +7.2% | +5.1% |
| 3M | +1.1% | +5.8% | -4.8% | -4.3% |
| 6M | +28.4% | +2.8% | +25.6% | +22.8% |
| YTD | +20.8% | -3.1% | +23.9% | +19.5% |
| 1Y | +43.4% | -11.3% | +54.7% | +50.8% |
| 3Y | +274.9% | -5.0% | +279.9% | +262.4% |
| 5Y | +136.7% | +19.2% | +117.5% | +82.8% |
| All | +292.4% | +218.8% | +73.6% | +41.3% |
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