+212.3%
MRSH vs RACE
+832.2%
-619.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | -5.9% | -2.2% | -3.7% | -5.3% |
| 30D | -7.3% | -0.4% | -6.9% | -7.2% |
| 3M | +6.7% | +17.9% | -11.2% | +1.3% |
| 6M | +3.0% | +19.3% | -16.3% | -3.2% |
| YTD | -2.9% | +11.9% | -14.8% | -7.2% |
| 1Y | -9.0% | -12.7% | +3.7% | -6.8% |
| 3Y | -4.3% | +41.1% | -45.4% | -20.0% |
| 5Y | +19.4% | +94.1% | -74.6% | -13.2% |
| All | +212.3% | +832.2% | -619.9% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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