+3.0%
MRSH vs NWSA
+20.8%
-17.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.7% |
| 7D | -5.9% | -4.8% | -1.2% | -3.3% |
| 30D | -7.3% | +3.0% | -10.3% | -8.8% |
| 3M | +6.7% | +9.3% | -2.6% | +0.5% |
| 6M | +3.0% | +23.2% | -20.2% | -10.7% |
| All | +3.0% | +20.8% | -17.8% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling