+211.7%
MRSH vs EFV
+169.9%
+41.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | -4.8% | -0.8% | -3.9% | -4.3% |
| 30D | -6.3% | +0.6% | -7.0% | -6.7% |
| 3M | +5.8% | +7.5% | -1.7% | +1.0% |
| 6M | +2.8% | +13.0% | -10.2% | -5.6% |
| YTD | -3.1% | +18.3% | -21.4% | -13.9% |
| 1Y | -11.3% | +26.7% | -38.0% | -24.7% |
| 3Y | -5.0% | +89.6% | -94.5% | -39.5% |
| 5Y | +19.2% | +98.2% | -79.0% | -27.3% |
| All | +211.7% | +169.9% | +41.8% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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