+243.8%
MET vs MRSH
+218.8%
+25.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.5% | -4.8% | +4.3% | +3.1% |
| 30D | +0.5% | -6.3% | +6.8% | +5.3% |
| 3M | +11.6% | +5.8% | +5.8% | +6.3% |
| 6M | +40.8% | +2.8% | +38.0% | +35.7% |
| YTD | +25.7% | -3.1% | +28.8% | +25.9% |
| 1Y | +24.4% | -11.3% | +35.6% | +33.1% |
| 3Y | +67.5% | -5.0% | +72.4% | +67.4% |
| 5Y | +85.8% | +19.2% | +66.6% | +49.5% |
| All | +243.8% | +218.8% | +25.0% | +26.1% |
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