+211.7%
MRSH vs NVS
+179.5%
+32.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -4.8% | -14.3% | +9.5% | +0.9% |
| 30D | -6.3% | -10.0% | +3.6% | -3.0% |
| 3M | +5.8% | -10.9% | +16.7% | +10.0% |
| 6M | +2.8% | -12.0% | +14.8% | +7.0% |
| YTD | -3.1% | +2.5% | -5.6% | -6.0% |
| 1Y | -11.3% | +10.7% | -21.9% | -17.0% |
| 3Y | -5.0% | +53.3% | -58.3% | -24.7% |
| 5Y | +19.2% | +93.6% | -74.4% | -17.0% |
| All | +211.7% | +179.5% | +32.1% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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