+245.6%
CRH vs MRSH
+218.8%
+26.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.1% | -4.8% | -1.3% | -3.3% |
| 30D | -9.3% | -6.3% | -2.9% | -5.7% |
| 3M | -15.2% | +5.8% | -21.0% | -18.6% |
| 6M | -14.2% | +2.8% | -17.0% | -17.2% |
| YTD | -28.3% | -3.1% | -25.1% | -28.5% |
| 1Y | -21.8% | -11.3% | -10.5% | -17.7% |
| 3Y | +71.6% | -5.0% | +76.6% | +68.5% |
| 5Y | +96.6% | +19.2% | +77.4% | +61.8% |
| All | +245.6% | +218.8% | +26.8% | +51.1% |
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