+83.0%
MRSH vs COMP
-52.8%
+135.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.8% |
| 7D | -1.8% | +8.9% | -10.7% | -2.2% |
| 30D | +16.2% | +14.0% | +2.2% | +15.4% |
| 3M | +9.5% | -21.1% | +30.7% | +10.5% |
| 6M | +27.3% | +20.1% | +7.2% | +25.7% |
| YTD | +13.3% | -5.0% | +18.3% | +12.5% |
| 1Y | +15.0% | +5.7% | +9.3% | +13.5% |
| 3Y | +8.1% | +412.2% | -404.2% | -4.8% |
| 5Y | +33.7% | -12.1% | +45.8% | +24.7% |
| All | +83.0% | -52.8% | +135.7% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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