+273.7%
IR vs MRSH
+180.6%
+93.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -4.5% | -4.8% | +0.3% | -1.5% |
| 30D | -13.9% | -6.3% | -7.6% | -10.3% |
| 3M | -0.3% | +5.8% | -6.2% | -4.9% |
| 6M | -14.3% | +2.8% | -17.1% | -17.5% |
| YTD | -7.9% | -3.1% | -4.8% | -8.1% |
| 1Y | -9.9% | -11.3% | +1.4% | -4.9% |
| 3Y | +6.5% | -5.0% | +11.5% | +4.6% |
| 5Y | +34.0% | +19.2% | +14.8% | +9.8% |
| All | +273.7% | +180.6% | +93.1% | +84.2% |
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