+211.7%
MRSH vs CAPR
-78.4%
+290.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.2% |
| 7D | -4.8% | -11.0% | +6.2% | -4.7% |
| 30D | -6.3% | +99.8% | -106.1% | -7.0% |
| 3M | +5.8% | -66.6% | +72.4% | +6.1% |
| 6M | +2.8% | -75.1% | +77.9% | +3.3% |
| YTD | -3.1% | -71.0% | +67.9% | -2.8% |
| 1Y | -11.3% | +30.0% | -41.2% | -14.2% |
| 3Y | -5.0% | +29.0% | -33.9% | -10.0% |
| 5Y | +19.2% | +70.8% | -51.6% | +11.4% |
| All | +211.7% | -78.4% | +290.1% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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