+211.7%
MRSH vs DD
+66.6%
+145.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | -4.8% | -3.5% | -1.3% | -3.9% |
| 30D | -6.3% | -11.7% | +5.3% | -3.3% |
| 3M | +5.8% | -9.2% | +15.0% | +8.3% |
| 6M | +2.8% | -7.2% | +10.0% | +3.8% |
| YTD | -3.1% | +6.6% | -9.7% | -6.3% |
| 1Y | -11.3% | +32.0% | -43.3% | -19.7% |
| 3Y | -5.0% | +42.1% | -47.1% | -18.2% |
| 5Y | +19.2% | +58.1% | -38.9% | -2.8% |
| All | +211.7% | +66.6% | +145.1% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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