+1,024.2%
MRSH vs MSCI
+2,756.4%
-1,732.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | -3.0% | +0.6% | -3.6% | -3.2% |
| 3M | +15.8% | -7.1% | +22.9% | +18.1% |
| 6M | +1.6% | +0.8% | +0.7% | +0.9% |
| YTD | +1.7% | +1.0% | +0.7% | +0.5% |
| 1Y | -8.0% | +4.3% | -12.3% | -10.4% |
| 3Y | -0.3% | +9.9% | -10.2% | -6.4% |
| 5Y | +25.9% | -6.8% | +32.7% | +21.4% |
| 10Y | +222.0% | +614.7% | -392.7% | +61.5% |
| All | +1,024.2% | +2,756.4% | -1,732.2% | +246.6% |
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