+261.7%
MRSH vs CF
+481.7%
-220.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.9% |
| 7D | +1.6% | +4.8% | -3.1% | +0.8% |
| 30D | +17.7% | +9.7% | +8.0% | +16.0% |
| 3M | +9.1% | +1.2% | +7.9% | +8.5% |
| 6M | +28.2% | +7.4% | +20.9% | +26.0% |
| YTD | +14.0% | +60.5% | -46.5% | +4.0% |
| 1Y | +18.7% | +50.7% | -32.0% | +9.4% |
| 3Y | +8.7% | +64.8% | -56.0% | -3.0% |
| 5Y | +35.8% | +115.8% | -80.0% | +10.5% |
| All | +261.7% | +481.7% | -220.0% | +136.4% |
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