+211.7%
MRSH vs MOS
+12.4%
+199.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -4.8% | -1.7% | -3.0% | -4.5% |
| 30D | -6.3% | +12.4% | -18.7% | -7.9% |
| 3M | +5.8% | +20.5% | -14.6% | +2.7% |
| 6M | +2.8% | -12.0% | +14.8% | +3.7% |
| YTD | -3.1% | +7.4% | -10.5% | -5.5% |
| 1Y | -11.3% | -22.5% | +11.2% | -9.4% |
| 3Y | -5.0% | -25.5% | +20.5% | -4.2% |
| 5Y | +19.2% | -10.1% | +29.3% | +11.5% |
| All | +211.7% | +12.4% | +199.3% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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