+20.2%
MRSH vs COR
+180.1%
-159.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -4.8% | -2.8% | -1.9% | -3.9% |
| 30D | -6.3% | +2.6% | -8.9% | -7.0% |
| 3M | +5.8% | +14.5% | -8.7% | +1.6% |
| 6M | +2.8% | -7.8% | +10.6% | +4.5% |
| YTD | -3.1% | -4.2% | +1.1% | -3.3% |
| 1Y | -11.3% | +7.0% | -18.3% | -15.4% |
| 3Y | -5.0% | +85.5% | -90.5% | -28.9% |
| All | +20.2% | +180.1% | -159.9% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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