+67.2%
MRSH vs OUST
-62.6%
+129.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -2.0% |
| 7D | -5.9% | +4.0% | -9.9% | -5.9% |
| 30D | -7.3% | -14.0% | +6.7% | -7.2% |
| 3M | +7.4% | -5.9% | +13.4% | +7.1% |
| 6M | -0.7% | +76.4% | -77.0% | -2.4% |
| YTD | -3.2% | +67.5% | -70.6% | -4.9% |
| 1Y | -10.6% | +27.1% | -37.7% | -11.9% |
| 3Y | -4.6% | +619.0% | -623.6% | -12.3% |
| 5Y | +19.3% | -54.9% | +74.2% | +15.6% |
| All | +67.2% | -62.6% | +129.8% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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