+211.7%
MRSH vs EME
+1,362.1%
-1,150.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.9% |
| 7D | -4.8% | +3.5% | -8.3% | -5.3% |
| 30D | -6.3% | -6.3% | 0.0% | -5.5% |
| 3M | +5.8% | -3.8% | +9.6% | +5.6% |
| 6M | +2.8% | +8.5% | -5.7% | -0.5% |
| YTD | -3.1% | +27.8% | -30.9% | -9.8% |
| 1Y | -11.3% | +22.2% | -33.5% | -17.5% |
| 3Y | -5.0% | +253.5% | -258.4% | -35.7% |
| 5Y | +19.2% | +578.6% | -559.4% | -34.4% |
| All | +211.7% | +1,362.1% | -1,150.5% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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