+211.7%
MRSH vs EXPE
+169.0%
+42.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -4.8% | -5.8% | +1.0% | -3.8% |
| 30D | -6.3% | -13.6% | +7.3% | -4.1% |
| 3M | +5.8% | +25.2% | -19.4% | +1.8% |
| 6M | +2.8% | +22.3% | -19.6% | -1.1% |
| YTD | -3.1% | -0.3% | -2.8% | -4.2% |
| 1Y | -11.3% | +27.8% | -39.1% | -16.3% |
| 3Y | -5.0% | +162.4% | -167.4% | -23.7% |
| 5Y | +19.2% | +95.8% | -76.7% | -2.9% |
| All | +211.7% | +169.0% | +42.7% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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