+3,263.4%
MRSH vs NTRS
+7,800.3%
-4,536.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -4.8% | +1.4% | -6.1% | -5.2% |
| 30D | -6.3% | -0.7% | -5.7% | -6.1% |
| 3M | +5.8% | +11.3% | -5.5% | +1.3% |
| 6M | +2.8% | +35.5% | -32.7% | -8.9% |
| YTD | -3.1% | +40.6% | -43.7% | -15.7% |
| 1Y | -11.3% | +49.2% | -60.5% | -24.7% |
| 3Y | -5.0% | +167.2% | -172.2% | -37.5% |
| 5Y | +19.2% | +94.9% | -75.8% | -14.1% |
| 10Y | +217.4% | +259.5% | -42.1% | +68.6% |
| All | +3,263.4% | +7,800.3% | -4,536.9% | +586.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling