+51.2%
MRSH vs PL
+70.3%
-19.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +0.3% |
| 7D | -5.9% | -9.0% | +3.1% | -5.7% |
| 30D | -7.3% | -29.6% | +22.3% | -6.5% |
| 3M | +6.7% | -45.7% | +52.3% | +8.3% |
| 6M | +3.0% | -34.3% | +37.3% | +3.0% |
| YTD | -2.9% | -15.4% | +12.5% | -4.1% |
| 1Y | -9.0% | +86.1% | -95.0% | -13.2% |
| 3Y | -4.3% | +509.1% | -513.4% | -16.8% |
| 5Y | +19.4% | +68.3% | -48.9% | +9.1% |
| All | +51.2% | +70.3% | -19.1% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling