+19.3%
MRSH vs MKTX
+5.2%
+14.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +6.3% | +0.4% | +5.9% | +6.3% |
| 30D | +21.9% | +0.9% | +21.0% | +21.9% |
| 3M | +9.4% | +2.4% | +7.0% | +9.3% |
| 6M | +25.9% | +10.6% | +15.4% | +27.2% |
| YTD | +14.7% | -7.3% | +22.0% | +20.4% |
| 1Y | +19.3% | +4.8% | +14.5% | +24.9% |
| All | +19.3% | +5.2% | +14.0% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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