+413.2%
MP vs MRSH
+88.2%
+325.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.7% | -5.6% |
| 7D | -4.6% | -5.9% | +1.4% | -2.6% |
| 30D | -7.1% | -7.3% | +0.2% | -4.7% |
| 3M | -4.0% | +6.7% | -10.7% | -8.0% |
| 6M | -16.7% | +3.0% | -19.7% | -19.5% |
| YTD | +1.6% | -2.9% | +4.5% | +0.2% |
| 1Y | -17.8% | -9.0% | -8.8% | -16.2% |
| 3Y | +139.6% | -4.3% | +143.9% | +130.3% |
| 5Y | +50.5% | +19.4% | +31.0% | +20.0% |
| All | +413.2% | +88.2% | +325.0% | +216.4% |
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