+3,332.0%
MRSH vs MSI
+3,990.4%
-658.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.6% |
| 7D | -3.8% | -5.8% | +2.0% | -2.5% |
| 30D | -5.8% | -1.0% | -4.8% | -5.6% |
| 3M | +11.7% | +14.2% | -2.4% | +8.4% |
| 6M | -0.3% | +1.0% | -1.4% | -0.9% |
| YTD | -1.1% | +21.5% | -22.6% | -5.7% |
| 1Y | -9.5% | -2.1% | -7.3% | -9.6% |
| 3Y | -2.6% | +69.3% | -71.9% | -14.1% |
| 5Y | +22.7% | +99.3% | -76.6% | +4.3% |
| 10Y | +214.6% | +595.0% | -380.5% | +104.4% |
| All | +3,332.0% | +3,990.4% | -658.4% | +1,138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling