+20.2%
MRSH vs NTRS
+93.2%
-73.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -4.8% | +1.4% | -6.1% | -5.0% |
| 30D | -6.3% | -0.7% | -5.7% | -6.2% |
| 3M | +5.8% | +11.3% | -5.5% | +3.0% |
| 6M | +2.8% | +35.5% | -32.7% | -4.6% |
| YTD | -3.1% | +40.6% | -43.7% | -11.1% |
| 1Y | -11.3% | +49.2% | -60.5% | -19.9% |
| 3Y | -5.0% | +167.2% | -172.2% | -27.7% |
| All | +20.2% | +93.2% | -73.0% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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