+3,154.0%
CLS vs MRSH
+218.8%
+2,935.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.6% |
| 7D | +10.9% | -4.8% | +15.7% | +12.5% |
| 30D | +2.1% | -6.3% | +8.4% | +3.9% |
| 3M | -10.2% | +5.8% | -16.0% | -13.0% |
| 6M | +30.4% | +2.8% | +27.6% | +26.2% |
| YTD | +17.2% | -3.1% | +20.4% | +14.7% |
| 1Y | +41.0% | -11.3% | +52.3% | +42.4% |
| 3Y | +1,338.0% | -5.0% | +1,342.9% | +1,229.7% |
| 5Y | +3,860.6% | +19.2% | +3,841.4% | +2,983.9% |
| All | +3,154.0% | +218.8% | +2,935.2% | +1,584.6% |
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