+100.6%
MRSH vs DT
+100.3%
+0.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -4.8% | -1.6% | -3.2% | -4.5% |
| 30D | -6.3% | +3.0% | -9.4% | -6.9% |
| 3M | +5.8% | +26.5% | -20.7% | +1.1% |
| 6M | +2.8% | +35.9% | -33.1% | -3.5% |
| YTD | -3.1% | +17.8% | -21.0% | -7.1% |
| 1Y | -11.3% | +4.1% | -15.3% | -13.1% |
| 3Y | -5.0% | +5.3% | -10.3% | -8.8% |
| 5Y | +19.2% | -27.2% | +46.4% | +18.1% |
| All | +100.6% | +100.3% | +0.4% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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