+20.2%
MRSH vs COO
-52.5%
+72.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -4.8% | -22.5% | +17.8% | +1.2% |
| 30D | -6.3% | -29.7% | +23.4% | +2.1% |
| 3M | +5.8% | -20.1% | +25.9% | +11.5% |
| 6M | +2.8% | -26.9% | +29.7% | +10.5% |
| YTD | -3.1% | -34.2% | +31.1% | +6.9% |
| 1Y | -11.3% | -21.3% | +10.0% | -7.0% |
| 3Y | -5.0% | -38.7% | +33.7% | +3.5% |
| All | +20.2% | -52.5% | +72.6% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling