+1,164.9%
MRSH vs MSCI
+3,191.3%
-2,026.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | +1.4% | +3.0% | -1.6% | +0.5% |
| 30D | +16.5% | +17.8% | -1.3% | +10.6% |
| 3M | +10.8% | +15.2% | -4.4% | +5.9% |
| 6M | +32.1% | +16.5% | +15.6% | +25.3% |
| YTD | +14.5% | +16.4% | -1.9% | +8.1% |
| 1Y | +15.5% | +16.8% | -1.3% | +8.9% |
| 3Y | +9.3% | +35.8% | -26.4% | -4.0% |
| 5Y | +35.1% | +7.0% | +28.1% | +24.8% |
| 10Y | +263.2% | +818.6% | -555.4% | +68.8% |
| All | +1,164.9% | +3,191.3% | -2,026.4% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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