+942.3%
MRSH vs MKTX
+1,442.6%
-500.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -4.8% | -0.2% | -4.5% | -4.7% |
| 30D | -6.3% | +0.7% | -7.1% | -6.5% |
| 3M | +5.8% | +40.8% | -35.0% | -1.8% |
| 6M | +2.8% | -8.0% | +10.8% | +3.4% |
| YTD | -3.1% | -8.7% | +5.6% | -2.6% |
| 1Y | -11.3% | -11.8% | +0.6% | -10.3% |
| 3Y | -5.0% | -24.0% | +19.1% | -3.5% |
| 5Y | +19.2% | -60.3% | +79.5% | +34.8% |
| 10Y | +217.4% | +5.0% | +212.4% | +188.0% |
| All | +942.3% | +1,442.6% | -500.4% | +391.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling