+211.7%
MRSH vs DOV
+300.2%
-88.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -4.8% | -2.0% | -2.8% | -4.1% |
| 30D | -6.3% | -8.9% | +2.6% | -3.1% |
| 3M | +5.8% | -13.3% | +19.1% | +10.7% |
| 6M | +2.8% | -9.7% | +12.5% | +5.2% |
| YTD | -3.1% | -2.5% | -0.7% | -4.3% |
| 1Y | -11.3% | +7.2% | -18.5% | -16.1% |
| 3Y | -5.0% | +39.4% | -44.4% | -22.5% |
| 5Y | +19.2% | +15.8% | +3.3% | +4.0% |
| All | +211.7% | +300.2% | -88.5% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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