+211.7%
MRSH vs EWJ
+144.4%
+67.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.2% |
| 7D | -4.8% | +0.3% | -5.0% | -4.9% |
| 30D | -6.3% | +0.8% | -7.1% | -6.7% |
| 3M | +5.8% | +7.5% | -1.7% | +1.5% |
| 6M | +2.8% | +15.6% | -12.8% | -5.9% |
| YTD | -3.1% | +22.7% | -25.9% | -14.7% |
| 1Y | -11.3% | +26.4% | -37.7% | -23.5% |
| 3Y | -5.0% | +72.5% | -77.5% | -34.5% |
| 5Y | +19.2% | +52.4% | -33.3% | -11.0% |
| All | +211.7% | +144.4% | +67.2% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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