+9.3%
MRSH vs MAS
+59.7%
-50.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +1.4% | +3.0% | -1.5% | +1.1% |
| 30D | +16.5% | +22.4% | -5.9% | +14.0% |
| 3M | +10.8% | +14.5% | -3.7% | +9.1% |
| 6M | +32.1% | +27.1% | +4.9% | +28.3% |
| YTD | +14.5% | +35.8% | -21.3% | +10.1% |
| 1Y | +15.5% | +39.4% | -23.9% | +10.7% |
| 3Y | +9.3% | +60.3% | -50.9% | +13.3% |
| All | +9.3% | +59.7% | -50.4% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling