+851.5%
DE vs MRSH
+218.8%
+632.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.6% | -4.8% | +2.2% | -0.1% |
| 30D | +9.0% | -6.3% | +15.4% | +12.6% |
| 3M | +19.1% | +5.8% | +13.3% | +14.6% |
| 6M | +14.4% | +2.8% | +11.6% | +10.8% |
| YTD | +45.9% | -3.1% | +49.1% | +45.3% |
| 1Y | +43.6% | -11.3% | +54.9% | +49.6% |
| 3Y | +75.9% | -5.0% | +80.9% | +72.8% |
| 5Y | +98.8% | +19.2% | +79.6% | +64.7% |
| All | +851.5% | +218.8% | +632.6% | +338.1% |
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