+211.7%
MRSH vs EFX
+42.6%
+169.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -4.8% | -4.5% | -0.2% | -3.5% |
| 30D | -6.3% | -6.1% | -0.2% | -4.7% |
| 3M | +5.8% | +6.2% | -0.4% | +3.7% |
| 6M | +2.8% | -11.2% | +14.0% | +5.5% |
| YTD | -3.1% | -21.4% | +18.3% | +2.2% |
| 1Y | -11.3% | -34.3% | +23.1% | -1.7% |
| 3Y | -5.0% | -12.5% | +7.5% | -6.7% |
| 5Y | +19.2% | -35.6% | +54.7% | +25.4% |
| All | +211.7% | +42.6% | +169.1% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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