-4.8%
MRSH vs EXPE
+153.4%
-158.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | -5.9% | -8.7% | +2.7% | -5.1% |
| 30D | -7.3% | -13.6% | +6.3% | -5.9% |
| 3M | +6.7% | +26.6% | -20.0% | +4.6% |
| 6M | +3.0% | +19.9% | -17.0% | +1.2% |
| YTD | -2.9% | -1.7% | -1.2% | -3.5% |
| 1Y | -9.0% | +29.4% | -38.4% | -11.6% |
| All | -4.8% | +153.4% | -158.2% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling