+20.4%
MRSH vs EMB
+6.4%
+14.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -5.9% | -1.1% | -4.8% | -5.3% |
| 30D | -7.3% | -1.1% | -6.2% | -6.7% |
| 3M | +6.7% | -0.8% | +7.4% | +7.1% |
| 6M | +3.0% | -0.1% | +3.0% | +2.8% |
| YTD | -2.9% | +0.4% | -3.4% | -3.4% |
| 1Y | -9.0% | +3.3% | -12.3% | -11.2% |
| 3Y | -4.3% | +29.0% | -33.4% | -19.9% |
| All | +20.4% | +6.4% | +14.0% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling