+68.9%
MP vs MRSH
+23.5%
+45.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.4% | +2.4% |
| 7D | +3.0% | -3.8% | +6.8% | +4.2% |
| 30D | +8.3% | -5.8% | +14.1% | +10.3% |
| 3M | -3.8% | +11.7% | -15.5% | -9.4% |
| 6M | -4.9% | -0.3% | -4.6% | -6.1% |
| YTD | +9.6% | -1.1% | +10.7% | +7.7% |
| 1Y | -11.7% | -9.5% | -2.3% | -8.7% |
| 3Y | +158.5% | -2.6% | +161.1% | +145.7% |
| 5Y | +68.9% | +22.7% | +46.2% | +25.0% |
| All | +68.9% | +23.5% | +45.4% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling