+211.7%
MRSH vs ET
+177.0%
+34.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -4.8% | +0.2% | -5.0% | -4.8% |
| 30D | -6.3% | +2.9% | -9.2% | -6.8% |
| 3M | +5.8% | +16.8% | -11.0% | +3.0% |
| 6M | +2.8% | +18.9% | -16.1% | -0.4% |
| YTD | -3.1% | +37.7% | -40.8% | -8.5% |
| 1Y | -11.3% | +32.4% | -43.7% | -15.7% |
| 3Y | -5.0% | +99.5% | -104.5% | -16.6% |
| 5Y | +19.2% | +244.0% | -224.8% | -5.4% |
| All | +211.7% | +177.0% | +34.7% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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