+211.7%
MRSH vs HSY
+128.6%
+83.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -6.3% | -5.2% | -1.1% | -4.6% |
| 3M | +5.8% | -3.4% | +9.2% | +7.0% |
| 6M | +2.8% | -19.2% | +22.0% | +10.2% |
| YTD | -3.1% | -2.6% | -0.5% | -3.4% |
| 1Y | -11.3% | -3.8% | -7.5% | -11.3% |
| 3Y | -5.0% | -10.6% | +5.7% | -4.1% |
| 5Y | +19.2% | +12.3% | +6.9% | +7.2% |
| All | +211.7% | +128.6% | +83.1% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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