+211.7%
MRSH vs MSI
+605.3%
-393.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -4.8% | -0.4% | -4.4% | -4.6% |
| 30D | -6.3% | -0.8% | -5.6% | -6.1% |
| 3M | +5.8% | +13.9% | -8.1% | +0.3% |
| 6M | +2.8% | +1.3% | +1.4% | +1.6% |
| YTD | -3.1% | +22.3% | -25.4% | -11.6% |
| 1Y | -11.3% | -3.9% | -7.4% | -10.8% |
| 3Y | -5.0% | +69.9% | -74.9% | -25.9% |
| 5Y | +19.2% | +103.8% | -84.6% | -14.8% |
| All | +211.7% | +605.3% | -393.6% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling