+35.8%
MRSH vs COMP
-18.6%
+54.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.4% | +8.7% | +1.6% |
| 7D | +1.6% | +7.2% | -5.6% | +1.2% |
| 30D | +17.7% | +6.4% | +11.4% | +17.2% |
| 3M | +9.1% | -19.4% | +28.5% | +10.0% |
| 6M | +28.2% | +14.6% | +13.7% | +26.7% |
| YTD | +14.0% | -5.5% | +19.5% | +13.2% |
| 1Y | +18.7% | +13.7% | +5.1% | +16.7% |
| 3Y | +8.7% | +409.7% | -400.9% | -4.9% |
| 5Y | +35.8% | -17.0% | +52.8% | +32.9% |
| All | +35.8% | -18.6% | +54.4% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling