+1,144.3%
CAT vs MRSH
+218.8%
+925.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +0.6% | -4.8% | +5.3% | +2.5% |
| 30D | -4.3% | -6.3% | +2.0% | -1.9% |
| 3M | -8.6% | +5.8% | -14.4% | -12.3% |
| 6M | +16.1% | +2.8% | +13.3% | +11.8% |
| YTD | +43.8% | -3.1% | +46.9% | +41.7% |
| 1Y | +91.5% | -11.3% | +102.7% | +96.4% |
| 3Y | +202.7% | -5.0% | +207.7% | +191.7% |
| 5Y | +335.1% | +19.2% | +316.0% | +256.7% |
| All | +1,144.3% | +218.8% | +925.5% | +411.6% |
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 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