+379.9%
CSCO vs MRSH
+218.8%
+161.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +2.7% | -4.8% | +7.4% | +5.0% |
| 30D | -9.5% | -6.3% | -3.2% | -6.8% |
| 3M | -7.6% | +5.8% | -13.4% | -11.1% |
| 6M | +44.9% | +2.8% | +42.1% | +40.4% |
| YTD | +47.7% | -3.1% | +50.8% | +46.5% |
| 1Y | +69.1% | -11.3% | +80.3% | +75.2% |
| 3Y | +113.5% | -5.0% | +118.5% | +109.0% |
| 5Y | +122.8% | +19.2% | +103.6% | +87.0% |
| All | +379.9% | +218.8% | +161.1% | +136.1% |
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