+66.8%
MRSH vs QS
-46.4%
+113.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -4.8% | -3.6% | -1.1% | -4.7% |
| 30D | -6.3% | -17.2% | +10.9% | -6.1% |
| 3M | +5.8% | -27.0% | +32.8% | +6.1% |
| 6M | +2.8% | -24.6% | +27.4% | +2.9% |
| YTD | -3.1% | -49.3% | +46.2% | -2.5% |
| 1Y | -11.3% | -40.3% | +29.1% | -11.1% |
| 3Y | -5.0% | -23.8% | +18.8% | -6.6% |
| 5Y | +19.2% | -75.0% | +94.1% | +17.6% |
| All | +66.8% | -46.4% | +113.2% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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