+211.7%
MRSH vs LEN
+108.0%
+103.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | -4.8% | -4.8% | 0.0% | -3.8% |
| 30D | -6.3% | -6.6% | +0.2% | -5.0% |
| 3M | +5.8% | -15.7% | +21.5% | +9.4% |
| 6M | +2.8% | -16.6% | +19.4% | +6.0% |
| YTD | -3.1% | -21.3% | +18.2% | +0.9% |
| 1Y | -11.3% | -42.0% | +30.8% | -1.2% |
| 3Y | -5.0% | -27.9% | +22.9% | -2.9% |
| 5Y | +19.2% | -10.7% | +29.9% | +12.2% |
| All | +211.7% | +108.0% | +103.6% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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