+19.4%
MRSH vs ESTC
-49.0%
+68.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.8% | +0.6% |
| 7D | -5.9% | -13.2% | +7.2% | -4.8% |
| 30D | -7.3% | +9.3% | -16.6% | -8.2% |
| 3M | +6.7% | +37.3% | -30.7% | +3.4% |
| 6M | +3.0% | +61.0% | -58.0% | -1.7% |
| YTD | -2.9% | +10.7% | -13.6% | -4.8% |
| 1Y | -9.0% | -7.2% | -1.8% | -9.7% |
| 3Y | -4.3% | +7.2% | -11.5% | -9.8% |
| 5Y | +19.4% | -47.7% | +67.2% | +11.9% |
| All | +19.4% | -49.0% | +68.4% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling