+19.3%
MRSH vs CMS
+23.1%
-3.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -5.9% | +0.2% | -6.0% | -5.9% |
| 30D | -7.3% | -1.3% | -6.0% | -6.9% |
| 3M | +7.4% | -5.4% | +12.8% | +9.7% |
| 6M | -0.7% | -10.3% | +9.7% | +3.1% |
| YTD | -3.2% | -0.2% | -2.9% | -3.6% |
| 1Y | -10.6% | -0.9% | -9.7% | -10.9% |
| 3Y | -4.6% | +34.0% | -38.5% | -15.4% |
| 5Y | +19.3% | +23.6% | -4.3% | +9.2% |
| All | +19.3% | +23.1% | -3.8% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling