+19.3%
MRSH vs FIVE
+35.6%
-16.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.8% |
| 7D | -5.9% | +1.7% | -7.5% | -6.0% |
| 30D | -7.3% | +5.0% | -12.3% | -7.7% |
| 3M | +7.4% | +29.5% | -22.1% | +5.0% |
| 6M | -0.7% | +12.4% | -13.1% | -2.2% |
| YTD | -3.2% | +31.2% | -34.4% | -6.1% |
| 1Y | -10.6% | +72.9% | -83.5% | -15.8% |
| 3Y | -4.6% | +53.0% | -57.6% | -9.6% |
| 5Y | +19.3% | +34.2% | -14.9% | +11.0% |
| All | +19.3% | +35.6% | -16.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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