+34.6%
MRSH vs KEY
+13.1%
+21.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +1.4% | +2.9% | -1.5% | +1.0% |
| 30D | +16.5% | +8.4% | +8.0% | +15.1% |
| 3M | +10.8% | -5.8% | +16.5% | +11.6% |
| 6M | +32.1% | +5.4% | +26.6% | +30.8% |
| YTD | +14.5% | +7.1% | +7.4% | +13.0% |
| 1Y | +15.5% | +26.8% | -11.3% | +11.3% |
| 3Y | +9.3% | +128.7% | -119.3% | -5.5% |
| All | +34.6% | +13.1% | +21.4% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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