+55.2%
HYG vs MRSH
+218.8%
-163.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | -4.8% | +4.0% | +0.2% |
| 30D | -0.7% | -6.3% | +5.6% | +0.5% |
| 3M | -0.2% | +5.8% | -6.0% | -1.6% |
| 6M | +1.4% | +2.8% | -1.4% | +0.4% |
| YTD | +1.5% | -3.1% | +4.6% | +1.5% |
| 1Y | +2.9% | -11.3% | +14.2% | +4.8% |
| 3Y | +25.6% | -5.0% | +30.6% | +24.8% |
| 5Y | +18.6% | +19.2% | -0.6% | +10.1% |
| All | +55.2% | +218.8% | -163.6% | +18.8% |
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