+78.1%
MRSH vs PL
+46.3%
+31.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -1.4% | +13.4% | -14.7% | -1.7% |
| 30D | +17.5% | -10.2% | +27.7% | +17.8% |
| 3M | +9.1% | -39.5% | +48.6% | +10.4% |
| 6M | +29.9% | -65.7% | +95.6% | +33.2% |
| YTD | +14.3% | -27.3% | +41.6% | +13.2% |
| 1Y | +16.6% | +15.0% | +1.6% | +12.9% |
| 3Y | +9.1% | +560.8% | -551.8% | -6.4% |
| 5Y | +36.4% | +38.4% | -2.1% | +25.6% |
| All | +78.1% | +46.3% | +31.7% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling