-38.7%
DOCS vs MRSH
+62.5%
-101.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.7% |
| 7D | -0.8% | +2.1% | -2.9% | -1.9% |
| 30D | +17.4% | +17.9% | -0.5% | +6.5% |
| 3M | +57.4% | +6.6% | +50.8% | +51.4% |
| 6M | +26.5% | +26.4% | +0.1% | +9.7% |
| YTD | -26.6% | +12.8% | -39.4% | -32.3% |
| 1Y | -48.1% | +18.5% | -66.6% | -53.6% |
| 3Y | +52.6% | +10.9% | +41.8% | +35.4% |
| 5Y | -52.1% | +37.5% | -89.6% | -66.3% |
| All | -38.7% | +62.5% | -101.1% | -59.6% |
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