-10.6%
MRSH vs MOS
-17.6%
+7.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.1% |
| 7D | -5.9% | +1.7% | -7.5% | -5.8% |
| 30D | -7.3% | +11.7% | -19.0% | -7.0% |
| 3M | +7.4% | +23.2% | -15.7% | +8.3% |
| 6M | -0.7% | -1.6% | +1.0% | -0.7% |
| YTD | -3.2% | +10.8% | -14.0% | -4.2% |
| 1Y | -10.6% | -16.2% | +5.6% | -12.0% |
| All | -10.6% | -17.6% | +7.0% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling