+217.3%
MRSH vs PR
+88.3%
+129.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -5.9% | -0.8% | -5.0% | -5.8% |
| 30D | -7.3% | +11.3% | -18.6% | -7.6% |
| 3M | +7.4% | +24.1% | -16.6% | +6.7% |
| 6M | -0.7% | +25.4% | -26.0% | -1.4% |
| YTD | -3.2% | +71.2% | -74.4% | -4.8% |
| 1Y | -10.6% | +78.6% | -89.2% | -12.3% |
| 3Y | -4.6% | +85.2% | -89.8% | -6.8% |
| 5Y | +19.3% | +419.0% | -399.7% | +12.8% |
| 10Y | +217.3% | +86.2% | +131.0% | +229.4% |
| All | +217.3% | +88.3% | +129.0% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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