+142.1%
CI vs MRSH
+218.8%
-76.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -0.1% | -4.8% | +4.7% | +2.9% |
| 30D | +1.8% | -6.3% | +8.1% | +5.8% |
| 3M | -4.2% | +5.8% | -10.1% | -7.9% |
| 6M | +8.8% | +2.8% | +6.1% | +5.9% |
| YTD | +3.7% | -3.1% | +6.9% | +4.0% |
| 1Y | -6.1% | -11.3% | +5.1% | -0.6% |
| 3Y | +4.5% | -5.0% | +9.4% | +4.2% |
| 5Y | +50.5% | +19.2% | +31.3% | +25.6% |
| All | +142.1% | +218.8% | -76.7% | +11.7% |
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