+19.3%
MRSH vs HAS
+10.8%
+8.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.8% |
| 7D | -5.9% | -4.8% | -1.0% | -5.2% |
| 30D | -7.3% | -5.1% | -2.2% | -6.6% |
| 3M | +7.4% | +6.4% | +1.1% | +6.4% |
| 6M | -0.7% | -5.6% | +5.0% | -0.2% |
| YTD | -3.2% | +11.0% | -14.1% | -5.3% |
| 1Y | -10.6% | +16.8% | -27.4% | -13.3% |
| 3Y | -4.6% | +44.0% | -48.6% | -10.5% |
| 5Y | +19.3% | +11.0% | +8.3% | +26.0% |
| All | +19.3% | +10.8% | +8.5% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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