+211.7%
MRSH vs ECL
+160.1%
+51.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.0% |
| 7D | -4.8% | -1.1% | -3.6% | -4.3% |
| 30D | -6.3% | -0.8% | -5.5% | -6.0% |
| 3M | +5.8% | +5.0% | +0.8% | +3.3% |
| 6M | +2.8% | +0.2% | +2.5% | +2.0% |
| YTD | -3.1% | +5.8% | -8.9% | -6.4% |
| 1Y | -11.3% | +1.5% | -12.8% | -12.8% |
| 3Y | -5.0% | +55.0% | -60.0% | -24.9% |
| 5Y | +19.2% | +29.3% | -10.1% | +1.0% |
| All | +211.7% | +160.1% | +51.6% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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