+22.7%
MRSH vs PL
+79.0%
-56.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.8% |
| 7D | -3.8% | -7.5% | +3.8% | -3.6% |
| 30D | -5.8% | -25.6% | +19.8% | -5.1% |
| 3M | +11.7% | -45.6% | +57.3% | +13.4% |
| 6M | -0.3% | -29.5% | +29.2% | -0.5% |
| YTD | -1.1% | -9.7% | +8.5% | -2.5% |
| 1Y | -9.5% | +84.4% | -93.8% | -13.6% |
| 3Y | -2.6% | +550.0% | -552.6% | -15.5% |
| 5Y | +22.7% | +79.0% | -56.2% | +12.8% |
| All | +22.7% | +79.0% | -56.2% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling