+470.7%
MRSH vs NWSA
+120.6%
+350.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.5% |
| 7D | -5.9% | -4.8% | -1.2% | -4.6% |
| 30D | -7.3% | +3.0% | -10.3% | -8.1% |
| 3M | +6.7% | +9.3% | -2.6% | +3.9% |
| 6M | +3.0% | +23.2% | -20.2% | -3.1% |
| YTD | -2.9% | +13.3% | -16.2% | -6.7% |
| 1Y | -9.0% | +2.9% | -11.9% | -10.3% |
| 3Y | -4.3% | +43.3% | -47.6% | -15.3% |
| 5Y | +19.4% | +40.9% | -21.4% | +3.7% |
| 10Y | +218.1% | +148.1% | +70.0% | +116.7% |
| All | +470.7% | +120.6% | +350.1% | +301.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling