+95.6%
MRSH vs OUST
-62.3%
+157.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.4% | -0.9% |
| 7D | -1.8% | +19.9% | -21.7% | -1.9% |
| 30D | +16.2% | +3.6% | +12.6% | +16.2% |
| 3M | +9.5% | -20.6% | +30.2% | +9.7% |
| 6M | +27.3% | +35.1% | -7.7% | +25.9% |
| YTD | +13.3% | +69.1% | -55.8% | +11.2% |
| 1Y | +15.0% | +49.9% | -34.9% | +13.1% |
| 3Y | +8.1% | +642.4% | -634.3% | -0.6% |
| 5Y | +33.7% | -48.3% | +82.0% | +29.4% |
| All | +95.6% | -62.3% | +157.8% | +86.2% |
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