+9.3%
MRSH vs MOS
-28.2%
+37.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | +1.4% | -2.0% | +3.4% | +1.5% |
| 30D | +16.5% | +15.3% | +1.2% | +16.1% |
| 3M | +10.8% | +1.5% | +9.3% | +10.5% |
| 6M | +32.1% | -2.0% | +34.0% | +31.8% |
| YTD | +14.5% | -6.5% | +21.0% | +13.5% |
| 1Y | +15.5% | -11.1% | +26.5% | +14.8% |
| 3Y | +9.3% | -30.3% | +39.6% | +7.7% |
| All | +9.3% | -28.2% | +37.5% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling