+211.7%
MRSH vs EAT
+374.9%
-163.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -4.8% | -7.7% | +2.9% | -3.9% |
| 30D | -6.3% | -13.6% | +7.3% | -4.8% |
| 3M | +5.8% | +33.9% | -28.1% | +2.2% |
| 6M | +2.8% | +47.2% | -44.4% | -2.3% |
| YTD | -3.1% | +48.1% | -51.2% | -8.3% |
| 1Y | -11.3% | +33.7% | -44.9% | -15.2% |
| 3Y | -5.0% | +595.8% | -600.7% | -28.0% |
| 5Y | +19.2% | +314.4% | -295.2% | -6.6% |
| All | +211.7% | +374.9% | -163.3% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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