+211.7%
MRSH vs COO
+17.0%
+194.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -4.8% | -22.5% | +17.8% | +2.4% |
| 30D | -6.3% | -29.7% | +23.4% | +3.8% |
| 3M | +5.8% | -20.1% | +25.9% | +12.6% |
| 6M | +2.8% | -26.9% | +29.7% | +12.0% |
| YTD | -3.1% | -34.2% | +31.1% | +8.9% |
| 1Y | -11.3% | -21.3% | +10.0% | -6.2% |
| 3Y | -5.0% | -38.7% | +33.7% | +5.2% |
| 5Y | +19.2% | -52.2% | +71.4% | +42.1% |
| All | +211.7% | +17.0% | +194.7% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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