+117.8%
EW vs MRSH
+218.8%
-101.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.6% |
| 7D | -6.2% | -4.8% | -1.4% | -3.5% |
| 30D | -9.3% | -6.3% | -3.0% | -6.0% |
| 3M | -1.6% | +5.8% | -7.4% | -5.2% |
| 6M | -0.8% | +2.8% | -3.6% | -3.7% |
| YTD | -1.0% | -3.1% | +2.1% | -1.1% |
| 1Y | +8.2% | -11.3% | +19.4% | +13.5% |
| 3Y | +12.7% | -5.0% | +17.7% | +10.9% |
| 5Y | -30.2% | +19.2% | -49.4% | -41.5% |
| All | +117.8% | +218.8% | -101.0% | +13.4% |
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