+36.4%
MRSH vs MOD
+818.0%
-781.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.2% |
| 7D | -1.4% | +8.2% | -9.6% | -1.5% |
| 30D | +17.5% | -38.2% | +55.7% | +18.4% |
| 3M | +9.1% | -46.2% | +55.4% | +10.2% |
| 6M | +29.9% | -62.5% | +92.5% | +32.2% |
| YTD | +14.3% | -20.1% | +34.4% | +11.1% |
| 1Y | +16.6% | -29.7% | +46.3% | +13.8% |
| 3Y | +9.1% | +136.2% | -127.1% | -9.8% |
| 5Y | +36.4% | +820.4% | -784.0% | -10.6% |
| All | +36.4% | +818.0% | -781.6% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling