+9.3%
MRSH vs CMS
+39.2%
-29.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | +1.4% | +1.7% | -0.3% | +0.8% |
| 30D | +16.5% | +6.2% | +10.3% | +14.2% |
| 3M | +10.8% | +0.6% | +10.1% | +10.4% |
| 6M | +32.1% | -1.8% | +33.8% | +32.8% |
| YTD | +14.5% | +3.8% | +10.6% | +12.3% |
| 1Y | +15.5% | -1.8% | +17.3% | +15.7% |
| 3Y | +9.3% | +39.8% | -30.5% | +5.2% |
| All | +9.3% | +39.2% | -29.9% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 3y: compounded portfolio wealth divided by compounded CMS 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…
3y analysis · Full analysis span regression · 6 months rolling