+101.2%
MRSH vs ONTO
+696.1%
-594.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.6% |
| 7D | -4.8% | +4.9% | -9.7% | -5.1% |
| 30D | -6.3% | -16.6% | +10.3% | -5.2% |
| 3M | +5.8% | -7.3% | +13.1% | +4.9% |
| 6M | +2.8% | +45.9% | -43.1% | -4.1% |
| YTD | -3.1% | +78.2% | -81.3% | -12.4% |
| 1Y | -11.3% | +159.8% | -171.1% | -24.4% |
| 3Y | -5.0% | +123.4% | -128.4% | -24.9% |
| 5Y | +19.2% | +265.8% | -246.6% | -21.0% |
| All | +101.2% | +696.1% | -594.9% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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