+36.4%
MRSH vs DECK
+24.2%
+12.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | -1.4% | -0.8% | -0.5% | -1.3% |
| 30D | +17.5% | +4.9% | +12.7% | +16.9% |
| 3M | +9.1% | -5.8% | +15.0% | +9.7% |
| 6M | +29.9% | -8.6% | +38.5% | +30.9% |
| YTD | +14.3% | -14.7% | +29.1% | +15.5% |
| 1Y | +16.6% | +6.9% | +9.7% | +14.7% |
| 3Y | +9.1% | -16.2% | +25.2% | +4.0% |
| 5Y | +36.4% | +25.3% | +11.1% | +16.4% |
| All | +36.4% | +24.2% | +12.2% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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