+20.2%
MRSH vs EXPE
+92.3%
-72.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -4.8% | -5.8% | +1.0% | -4.0% |
| 30D | -6.3% | -13.6% | +7.3% | -4.6% |
| 3M | +5.8% | +25.2% | -19.4% | +2.8% |
| 6M | +2.8% | +22.3% | -19.6% | -0.1% |
| YTD | -3.1% | -0.3% | -2.8% | -3.9% |
| 1Y | -11.3% | +27.8% | -39.1% | -15.1% |
| 3Y | -5.0% | +162.4% | -167.4% | -19.6% |
| All | +20.2% | +92.3% | -72.1% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling