+3,431.3%
MRSH vs MOS
+155.8%
+3,275.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.9% | -1.7% |
| 7D | -3.6% | +9.5% | -13.1% | -4.9% |
| 30D | -3.0% | +10.4% | -13.4% | -4.5% |
| 3M | +15.8% | +12.9% | +2.9% | +13.2% |
| 6M | +1.6% | +1.2% | +0.3% | +0.2% |
| YTD | +1.7% | +9.3% | -7.6% | -1.1% |
| 1Y | -8.0% | -18.0% | +9.9% | -6.9% |
| 3Y | -0.3% | -29.0% | +28.8% | +1.2% |
| 5Y | +25.9% | -9.6% | +35.5% | +19.2% |
| 10Y | +222.0% | +6.1% | +215.9% | +174.5% |
| All | +3,431.3% | +155.8% | +3,275.5% | +1,866.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling