+211.7%
MRSH vs CRL
+256.1%
-44.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -4.8% | -3.5% | -1.2% | -4.1% |
| 30D | -6.3% | -2.1% | -4.2% | -6.0% |
| 3M | +5.8% | +48.0% | -42.2% | -2.6% |
| 6M | +2.8% | +64.7% | -61.9% | -8.3% |
| YTD | -3.1% | +39.5% | -42.6% | -10.8% |
| 1Y | -11.3% | +74.2% | -85.5% | -22.6% |
| 3Y | -5.0% | +39.4% | -44.3% | -17.4% |
| 5Y | +19.2% | -36.9% | +56.1% | +29.2% |
| All | +211.7% | +256.1% | -44.4% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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