+264.1%
MRSH vs PLUG
-25.0%
+289.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.5% | +11.5% | +1.4% |
| 7D | +1.4% | -23.4% | +24.9% | +2.3% |
| 30D | +16.5% | -23.4% | +39.9% | +17.4% |
| 3M | +10.8% | -51.7% | +62.5% | +13.3% |
| 6M | +32.1% | -72.0% | +104.0% | +37.4% |
| YTD | +14.5% | -43.7% | +58.1% | +15.1% |
| 1Y | +15.5% | -55.4% | +70.9% | +17.1% |
| 3Y | +9.3% | -68.0% | +77.4% | +7.0% |
| 5Y | +35.1% | -97.4% | +132.5% | +47.0% |
| All | +264.1% | -25.0% | +289.1% | +212.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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