+211.7%
MRSH vs EXEL
+375.2%
-163.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | -4.8% | -4.9% | +0.1% | -4.3% |
| 30D | -6.3% | +11.4% | -17.7% | -7.4% |
| 3M | +5.8% | +4.9% | +0.9% | +5.2% |
| 6M | +2.8% | +34.4% | -31.6% | -0.6% |
| YTD | -3.1% | +28.0% | -31.2% | -6.0% |
| 1Y | -11.3% | +43.6% | -54.9% | -15.2% |
| 3Y | -5.0% | +155.2% | -160.2% | -15.9% |
| 5Y | +19.2% | +181.2% | -162.0% | +3.3% |
| All | +211.7% | +375.2% | -163.5% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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