-12.1%
DOW vs MRSH
+115.5%
-127.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -1.9% |
| 7D | -1.4% | -4.8% | +3.4% | +1.4% |
| 30D | -3.9% | -6.3% | +2.4% | -0.3% |
| 3M | -12.7% | +5.8% | -18.5% | -16.2% |
| 6M | -13.7% | +2.8% | -16.5% | -16.2% |
| YTD | +28.4% | -3.1% | +31.5% | +28.4% |
| 1Y | +21.8% | -11.3% | +33.0% | +28.3% |
| 3Y | -35.7% | -5.0% | -30.7% | -36.8% |
| 5Y | -36.8% | +19.2% | -56.0% | -49.4% |
| All | -12.1% | +115.5% | -127.5% | -55.7% |
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