+211.7%
MRSH vs NWSA
+149.4%
+62.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -4.8% | -2.8% | -2.0% | -3.9% |
| 30D | -6.3% | +3.0% | -9.4% | -7.1% |
| 3M | +5.8% | +12.3% | -6.5% | +2.2% |
| 6M | +2.8% | +21.9% | -19.1% | -3.0% |
| YTD | -3.1% | +13.6% | -16.7% | -7.0% |
| 1Y | -11.3% | +0.5% | -11.7% | -12.0% |
| 3Y | -5.0% | +43.8% | -48.7% | -16.0% |
| 5Y | +19.2% | +41.2% | -22.0% | +3.2% |
| All | +211.7% | +149.4% | +62.3% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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