+19.4%
MRSH vs EXR
-11.2%
+30.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.1% |
| 7D | -5.9% | -3.2% | -2.7% | -5.1% |
| 30D | -7.3% | -6.9% | -0.4% | -5.5% |
| 3M | +6.7% | -7.8% | +14.5% | +9.1% |
| 6M | +3.0% | -4.9% | +7.9% | +4.2% |
| YTD | -2.9% | +7.2% | -10.1% | -5.0% |
| 1Y | -9.0% | -1.5% | -7.5% | -9.1% |
| 3Y | -4.3% | +22.3% | -26.6% | -12.5% |
| 5Y | +19.4% | -10.9% | +30.4% | +26.3% |
| All | +19.4% | -11.2% | +30.6% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling