+211.7%
MRSH vs EMB
+30.3%
+181.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | -1.2% | -3.6% | -3.8% |
| 30D | -6.3% | -1.3% | -5.1% | -5.3% |
| 3M | +5.8% | -1.8% | +7.6% | +7.4% |
| 6M | +2.8% | +0.2% | +2.6% | +2.3% |
| YTD | -3.1% | +0.4% | -3.5% | -3.7% |
| 1Y | -11.3% | +2.8% | -14.1% | -13.7% |
| 3Y | -5.0% | +29.1% | -34.1% | -24.8% |
| 5Y | +19.2% | +6.3% | +12.9% | +14.7% |
| All | +211.7% | +30.3% | +181.3% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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