-5.0%
MRSH vs MCO
+42.6%
-47.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.8% |
| 7D | -4.8% | -3.8% | -1.0% | -3.5% |
| 30D | -6.3% | -0.4% | -5.9% | -6.2% |
| 3M | +5.8% | +7.7% | -1.9% | +3.1% |
| 6M | +2.8% | +7.0% | -4.2% | +0.3% |
| YTD | -3.1% | -6.4% | +3.3% | -1.9% |
| 1Y | -11.3% | -7.6% | -3.6% | -9.9% |
| 3Y | -5.0% | +43.2% | -48.2% | -16.6% |
| All | -5.0% | +42.6% | -47.6% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling