+211.7%
MRSH vs DRI
+353.8%
-142.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.5% |
| 7D | -4.8% | -3.2% | -1.5% | -4.0% |
| 30D | -6.3% | -7.8% | +1.5% | -4.5% |
| 3M | +5.8% | +0.4% | +5.5% | +5.6% |
| 6M | +2.8% | +4.8% | -2.0% | +1.2% |
| YTD | -3.1% | +16.7% | -19.8% | -7.3% |
| 1Y | -11.3% | +1.5% | -12.7% | -12.3% |
| 3Y | -5.0% | +56.3% | -61.2% | -16.8% |
| 5Y | +19.2% | +66.4% | -47.2% | +1.4% |
| All | +211.7% | +353.8% | -142.2% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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