+142.4%
MRSH vs ESTC
+19.1%
+123.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | -9.2% | +4.4% | -3.7% |
| 30D | -6.3% | +8.1% | -14.4% | -7.4% |
| 3M | +5.8% | +38.5% | -32.7% | +1.6% |
| 6M | +2.8% | +57.8% | -55.0% | -3.1% |
| YTD | -3.1% | +10.5% | -13.7% | -5.5% |
| 1Y | -11.3% | -6.4% | -4.9% | -12.2% |
| 3Y | -5.0% | +4.7% | -9.6% | -11.3% |
| 5Y | +19.2% | -47.8% | +67.0% | +16.8% |
| All | +142.4% | +19.1% | +123.3% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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