+212.3%
MRSH vs CF
+606.5%
-394.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.6% |
| 7D | -5.9% | -2.0% | -4.0% | -5.7% |
| 30D | -7.3% | +15.3% | -22.6% | -9.4% |
| 3M | +6.7% | +24.3% | -17.6% | +2.9% |
| 6M | +3.0% | +23.9% | -20.9% | -1.3% |
| YTD | -2.9% | +77.3% | -80.2% | -12.4% |
| 1Y | -9.0% | +58.7% | -67.7% | -16.5% |
| 3Y | -4.3% | +72.8% | -77.1% | -14.9% |
| 5Y | +19.4% | +228.8% | -209.3% | -9.9% |
| All | +212.3% | +606.5% | -394.1% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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