+22.7%
MRSH vs PR
+409.5%
-386.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.1% | -2.9% |
| 7D | -3.8% | -0.6% | -3.2% | -3.7% |
| 30D | -5.8% | +17.4% | -23.2% | -7.0% |
| 3M | +11.7% | +21.8% | -10.1% | +9.9% |
| 6M | -0.3% | +27.6% | -27.9% | -2.4% |
| YTD | -1.1% | +71.4% | -72.6% | -5.5% |
| 1Y | -9.5% | +78.3% | -87.8% | -13.8% |
| 3Y | -2.6% | +85.5% | -88.1% | -8.9% |
| 5Y | +22.7% | +422.7% | -399.9% | +4.1% |
| All | +22.7% | +409.5% | -386.7% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling