+104.3%
DAL vs MRSH
+261.5%
-157.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -1.0% |
| 7D | -1.1% | +1.4% | -2.5% | -2.0% |
| 30D | +12.8% | +16.5% | -3.6% | +1.7% |
| 3M | -5.3% | +10.8% | -16.0% | -11.9% |
| 6M | +22.4% | +32.1% | -9.7% | -0.5% |
| YTD | +25.6% | +14.5% | +11.2% | +11.1% |
| 1Y | +45.5% | +15.5% | +30.0% | +27.7% |
| 3Y | +161.0% | +9.3% | +151.6% | +132.2% |
| 5Y | +112.2% | +35.1% | +77.2% | +56.1% |
| All | +104.3% | +261.5% | -157.1% | -30.2% |
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