+21.7%
MRSH vs LTH
+150.5%
-128.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -4.8% | -4.0% | -0.8% | -4.2% |
| 30D | -6.3% | -5.3% | -1.0% | -5.7% |
| 3M | +5.8% | +19.0% | -13.2% | +3.4% |
| 6M | +2.8% | +55.8% | -53.0% | -3.5% |
| YTD | -3.1% | +56.1% | -59.3% | -9.2% |
| 1Y | -11.3% | +41.3% | -52.5% | -15.8% |
| 3Y | -5.0% | +156.6% | -161.6% | -18.3% |
| All | +21.7% | +150.5% | -128.7% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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