+85.2%
F vs MRSH
+219.5%
-134.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.0% |
| 7D | -3.7% | -5.9% | +2.2% | 0.0% |
| 30D | -0.7% | -7.3% | +6.6% | +4.0% |
| 3M | -1.9% | +6.7% | -8.6% | -6.6% |
| 6M | +16.1% | +3.0% | +13.1% | +11.3% |
| YTD | +9.5% | -2.9% | +12.4% | +8.5% |
| 1Y | +27.2% | -9.0% | +36.2% | +30.9% |
| 3Y | +36.3% | -4.3% | +40.6% | +31.1% |
| 5Y | +49.3% | +19.4% | +29.8% | +19.2% |
| All | +85.2% | +219.5% | -134.3% | -26.4% |
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