+211.7%
MRSH vs BR
+189.7%
+22.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.8% | -3.0% | -1.8% | -3.4% |
| 30D | -6.3% | -0.3% | -6.0% | -6.2% |
| 3M | +5.8% | +17.3% | -11.5% | -2.4% |
| 6M | +2.8% | -6.7% | +9.5% | +5.5% |
| YTD | -3.1% | -23.4% | +20.3% | +8.7% |
| 1Y | -11.3% | -32.7% | +21.4% | +6.1% |
| 3Y | -5.0% | -5.9% | +0.9% | -5.0% |
| 5Y | +19.2% | +8.4% | +10.7% | +8.6% |
| All | +211.7% | +189.7% | +22.0% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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