+211.7%
MRSH vs EXR
+151.8%
+59.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -4.8% | -1.2% | -3.6% | -4.4% |
| 30D | -6.3% | -6.2% | -0.1% | -4.6% |
| 3M | +5.8% | -7.4% | +13.2% | +8.2% |
| 6M | +2.8% | -0.5% | +3.3% | +2.8% |
| YTD | -3.1% | +8.1% | -11.2% | -5.6% |
| 1Y | -11.3% | -2.9% | -8.4% | -11.0% |
| 3Y | -5.0% | +22.9% | -27.9% | -13.4% |
| 5Y | +19.2% | -10.2% | +29.3% | +18.9% |
| All | +211.7% | +151.8% | +59.9% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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