+211.7%
MRSH vs NOC
+192.5%
+19.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | +0.8% | -5.5% | -5.0% |
| 30D | -6.3% | -9.7% | +3.4% | -3.6% |
| 3M | +5.8% | -5.6% | +11.4% | +7.3% |
| 6M | +2.8% | -28.6% | +31.4% | +12.8% |
| YTD | -3.1% | -7.9% | +4.8% | -1.8% |
| 1Y | -11.3% | -9.5% | -1.7% | -9.7% |
| 3Y | -5.0% | +28.4% | -33.3% | -14.8% |
| 5Y | +19.2% | +59.0% | -39.8% | -3.5% |
| All | +211.7% | +192.5% | +19.2% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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