+211.7%
MRSH vs MCO
+393.6%
-181.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.0% |
| 7D | -4.8% | -3.8% | -1.0% | -3.1% |
| 30D | -6.3% | -0.4% | -5.9% | -6.2% |
| 3M | +5.8% | +7.7% | -1.9% | +2.0% |
| 6M | +2.8% | +7.0% | -4.2% | -0.8% |
| YTD | -3.1% | -6.4% | +3.3% | -1.3% |
| 1Y | -11.3% | -7.6% | -3.6% | -9.3% |
| 3Y | -5.0% | +43.2% | -48.2% | -23.2% |
| 5Y | +19.2% | +29.6% | -10.4% | -1.0% |
| All | +211.7% | +393.6% | -181.9% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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