+67.3%
F vs MRSH
+261.5%
-194.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.5% |
| 7D | -3.1% | +1.4% | -4.5% | -4.0% |
| 30D | 0.0% | +16.5% | -16.4% | -9.0% |
| 3M | -13.2% | +10.8% | -24.0% | -18.7% |
| 6M | -10.2% | +32.1% | -42.3% | -25.7% |
| YTD | -4.9% | +14.5% | -19.4% | -15.0% |
| 1Y | -6.1% | +15.5% | -21.6% | -16.6% |
| 3Y | +46.0% | +9.3% | +36.6% | +30.0% |
| 5Y | -15.7% | +35.1% | -50.8% | -37.1% |
| All | +67.3% | +261.5% | -194.1% | -39.4% |
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