+19.4%
MRSH vs P
+257.7%
-238.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.3% |
| 7D | -5.9% | -4.1% | -1.8% | -5.8% |
| 30D | -7.3% | -14.0% | +6.7% | -6.9% |
| 3M | +6.7% | +41.4% | -34.8% | +5.0% |
| 6M | +3.0% | +54.2% | -51.2% | +0.5% |
| YTD | -2.9% | +40.4% | -43.3% | -5.2% |
| 1Y | -9.0% | +16.0% | -24.9% | -10.7% |
| 3Y | -4.3% | +140.7% | -145.0% | -17.2% |
| 5Y | +19.4% | +256.3% | -236.9% | -7.9% |
| All | +19.4% | +257.7% | -238.2% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 5y: compounded portfolio wealth divided by compounded P 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…
5y analysis · Full analysis span regression · 6 months rolling