+130.5%
MRSH vs REPL
-19.2%
+149.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.2% |
| 7D | -4.8% | -14.1% | +9.3% | -4.5% |
| 30D | -6.3% | -15.2% | +8.9% | -6.1% |
| 3M | +5.8% | +49.9% | -44.1% | +4.2% |
| 6M | +2.8% | +63.5% | -60.8% | -0.9% |
| YTD | -3.1% | +32.9% | -36.0% | -6.2% |
| 1Y | -11.3% | +115.0% | -126.2% | -16.9% |
| 3Y | -5.0% | -34.7% | +29.7% | -12.8% |
| 5Y | +19.2% | -59.7% | +78.8% | +10.7% |
| All | +130.5% | -19.2% | +149.7% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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