+433.8%
MAR vs MRSH
+218.8%
+215.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -0.5% | -4.8% | +4.2% | +2.6% |
| 30D | -5.4% | -6.3% | +0.9% | -1.4% |
| 3M | -15.5% | +5.8% | -21.3% | -19.4% |
| 6M | +3.0% | +2.8% | +0.2% | -1.0% |
| YTD | +8.5% | -3.1% | +11.6% | +8.1% |
| 1Y | +26.0% | -11.3% | +37.2% | +33.0% |
| 3Y | +68.6% | -5.0% | +73.6% | +65.7% |
| 5Y | +157.4% | +19.2% | +138.2% | +108.5% |
| All | +433.8% | +218.8% | +215.0% | +131.5% |
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