+19.4%
MRSH vs ALL
+113.6%
-94.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -5.9% | -4.3% | -1.6% | -4.3% |
| 30D | -7.3% | -3.6% | -3.7% | -6.0% |
| 3M | +6.7% | +13.2% | -6.5% | +1.9% |
| 6M | +3.0% | +22.5% | -19.5% | -4.6% |
| YTD | -2.9% | +22.7% | -25.6% | -10.2% |
| 1Y | -9.0% | +28.3% | -37.3% | -17.2% |
| 3Y | -4.3% | +152.0% | -156.3% | -30.3% |
| 5Y | +19.4% | +115.4% | -96.0% | -7.3% |
| All | +19.4% | +113.6% | -94.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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