+217.3%
MRSH vs MOD
+1,486.8%
-1,269.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.8% |
| 7D | -5.9% | +3.6% | -9.5% | -6.1% |
| 30D | -7.3% | -2.6% | -4.7% | -7.2% |
| 3M | +7.4% | -33.1% | +40.6% | +9.8% |
| 6M | -0.7% | -7.5% | +6.8% | -1.9% |
| YTD | -3.2% | +39.3% | -42.5% | -8.0% |
| 1Y | -10.6% | +34.3% | -44.9% | -15.5% |
| 3Y | -4.6% | +296.2% | -300.7% | -23.5% |
| 5Y | +19.3% | +1,504.6% | -1,485.3% | -22.0% |
| 10Y | +217.3% | +1,511.5% | -1,294.3% | +87.7% |
| All | +217.3% | +1,486.8% | -1,269.5% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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