+1,058.8%
MRSH vs ACWI
+356.8%
+702.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.6% | +0.5% | -4.1% | -3.9% |
| 30D | -3.0% | +0.9% | -3.9% | -3.7% |
| 3M | +15.8% | +2.4% | +13.4% | +13.1% |
| 6M | +1.6% | +12.4% | -10.8% | -8.1% |
| YTD | +1.7% | +15.2% | -13.4% | -9.9% |
| 1Y | -8.0% | +22.7% | -30.7% | -22.6% |
| 3Y | -0.3% | +75.8% | -76.0% | -37.6% |
| 5Y | +25.9% | +67.7% | -41.8% | -18.6% |
| 10Y | +222.0% | +229.0% | -7.0% | +22.2% |
| All | +1,058.8% | +356.8% | +702.0% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 all: compounded portfolio wealth divided by compounded ACWI 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…
all analysis · Full analysis span regression · 6 months rolling