+20.2%
MRSH vs MCO
+28.6%
-8.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.9% |
| 7D | -4.8% | -3.8% | -1.0% | -3.2% |
| 30D | -6.3% | -0.4% | -5.9% | -6.2% |
| 3M | +5.8% | +7.7% | -1.9% | +2.4% |
| 6M | +2.8% | +7.0% | -4.2% | -0.4% |
| YTD | -3.1% | -6.4% | +3.3% | -1.4% |
| 1Y | -11.3% | -7.6% | -3.6% | -9.4% |
| 3Y | -5.0% | +43.2% | -48.2% | -22.4% |
| All | +20.2% | +28.6% | -8.5% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling