+20.2%
MRSH vs DT
-27.6%
+47.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.8% |
| 3M | +5.8% | +26.5% | -20.7% | +1.8% |
| 6M | +2.8% | +35.9% | -33.1% | -2.5% |
| YTD | -3.1% | +17.8% | -21.0% | -6.4% |
| 1Y | -11.3% | +4.1% | -15.3% | -12.6% |
| 3Y | -5.0% | +5.3% | -10.3% | -8.1% |
| All | +20.2% | -27.6% | +47.7% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling