+264.1%
MRSH vs D
+48.0%
+216.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | +16.5% | +7.7% | +8.7% | +13.5% |
| 3M | +10.8% | -0.3% | +11.0% | +10.8% |
| 6M | +32.1% | +10.1% | +22.0% | +27.3% |
| YTD | +14.5% | +19.1% | -4.6% | +6.8% |
| 1Y | +15.5% | +15.9% | -0.4% | +8.7% |
| 3Y | +9.3% | +75.0% | -65.7% | -13.0% |
| 5Y | +35.1% | +13.4% | +21.7% | +26.9% |
| All | +264.1% | +48.0% | +216.1% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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