+36.4%
MRSH vs EXPD
+62.8%
-26.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.4% |
| 7D | -1.4% | -1.6% | +0.2% | -1.0% |
| 30D | +17.5% | +0.6% | +16.9% | +17.3% |
| 3M | +9.1% | +9.8% | -0.7% | +6.6% |
| 6M | +29.9% | +25.8% | +4.2% | +22.7% |
| YTD | +14.3% | +31.3% | -17.0% | +6.0% |
| 1Y | +16.6% | +40.9% | -24.4% | +6.0% |
| 3Y | +9.1% | +74.7% | -65.7% | -8.7% |
| 5Y | +36.4% | +62.9% | -26.5% | +15.1% |
| All | +36.4% | +62.8% | -26.5% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling