+211.7%
MRSH vs EXPD
+332.1%
-120.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -4.8% | +2.0% | -6.8% | -5.4% |
| 30D | -6.3% | +4.4% | -10.7% | -7.7% |
| 3M | +5.8% | +15.7% | -9.9% | +0.5% |
| 6M | +2.8% | +37.5% | -34.7% | -8.2% |
| YTD | -3.1% | +29.9% | -33.0% | -12.5% |
| 1Y | -11.3% | +57.8% | -69.0% | -25.8% |
| 3Y | -5.0% | +71.6% | -76.6% | -24.9% |
| 5Y | +19.2% | +62.2% | -43.1% | -5.9% |
| All | +211.7% | +332.1% | -120.5% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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