+217.3%
MRSH vs MAS
+132.1%
+85.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.4% |
| 7D | -5.9% | -2.2% | -3.7% | -5.2% |
| 30D | -7.3% | -6.7% | -0.6% | -5.4% |
| 3M | +7.4% | -3.7% | +11.1% | +7.7% |
| 6M | -0.7% | +9.0% | -9.7% | -5.0% |
| YTD | -3.2% | +10.8% | -14.0% | -8.3% |
| 1Y | -10.6% | -3.8% | -6.8% | -11.5% |
| 3Y | -4.6% | +30.0% | -34.6% | -18.2% |
| 5Y | +19.3% | +28.2% | -8.9% | +0.4% |
| 10Y | +217.3% | +143.3% | +73.9% | +100.7% |
| All | +217.3% | +132.1% | +85.1% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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