+211.7%
MRSH vs NLY
+81.8%
+129.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -4.8% | -4.0% | -0.8% | -3.6% |
| 30D | -6.3% | -5.2% | -1.1% | -4.9% |
| 3M | +5.8% | +2.8% | +3.0% | +4.9% |
| 6M | +2.8% | +4.2% | -1.4% | +1.2% |
| YTD | -3.1% | +4.7% | -7.8% | -4.9% |
| 1Y | -11.3% | +12.7% | -24.0% | -14.9% |
| 3Y | -5.0% | +62.5% | -67.5% | -19.4% |
| 5Y | +19.2% | +26.3% | -7.1% | +8.1% |
| All | +211.7% | +81.8% | +129.8% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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