-9.5%
MRSH vs MAS
-4.8%
-4.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.7% |
| 7D | -3.8% | +1.0% | -4.7% | -3.8% |
| 30D | -5.8% | -8.1% | +2.3% | -5.5% |
| 3M | +11.7% | +3.3% | +8.4% | +11.0% |
| 6M | -0.3% | +12.4% | -12.8% | -1.9% |
| YTD | -1.1% | +13.3% | -14.4% | -2.6% |
| 1Y | -9.5% | -4.7% | -4.8% | -7.9% |
| All | -9.5% | -4.8% | -4.7% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling