+49.5%
EQT vs MRSH
+219.5%
-170.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.2% | -5.9% | +4.8% | +1.4% |
| 30D | +1.1% | -7.3% | +8.4% | +4.3% |
| 3M | +4.8% | +6.7% | -1.9% | +1.2% |
| 6M | -10.6% | +3.0% | -13.6% | -12.8% |
| YTD | +3.4% | -2.9% | +6.4% | +3.2% |
| 1Y | +8.7% | -9.0% | +17.6% | +11.4% |
| 3Y | +35.0% | -4.3% | +39.3% | +33.0% |
| 5Y | +204.2% | +19.4% | +184.8% | +164.4% |
| All | +49.5% | +219.5% | -170.0% | -25.1% |
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