+22.7%
MRSH vs MOS
-7.1%
+29.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.0% |
| 7D | -3.8% | +7.1% | -10.8% | -4.3% |
| 30D | -5.8% | +15.0% | -20.9% | -6.8% |
| 3M | +11.7% | +24.1% | -12.4% | +9.7% |
| 6M | -0.3% | +2.7% | -3.1% | -1.0% |
| YTD | -1.1% | +12.2% | -13.3% | -2.9% |
| 1Y | -9.5% | -16.3% | +6.8% | -8.7% |
| 3Y | -2.6% | -23.3% | +20.7% | -2.2% |
| 5Y | +22.7% | -4.2% | +26.9% | +12.3% |
| All | +22.7% | -7.1% | +29.8% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling