+19.4%
MRSH vs MSI
+100.4%
-81.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -5.9% | -1.8% | -4.2% | -5.2% |
| 30D | -7.3% | -0.6% | -6.7% | -7.1% |
| 3M | +6.7% | +13.0% | -6.4% | +1.0% |
| 6M | +3.0% | +0.5% | +2.5% | +2.1% |
| YTD | -2.9% | +21.7% | -24.6% | -12.1% |
| 1Y | -9.0% | -2.6% | -6.4% | -8.7% |
| 3Y | -4.3% | +69.7% | -74.0% | -30.0% |
| 5Y | +19.4% | +102.8% | -83.4% | -23.4% |
| All | +19.4% | +100.4% | -81.0% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling