+264.1%
MRSH vs RF
+223.4%
+40.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | +1.4% | +1.9% | -0.5% | +0.9% |
| 30D | +16.5% | +7.3% | +9.1% | +14.4% |
| 3M | +10.8% | -7.9% | +18.7% | +13.0% |
| 6M | +32.1% | +10.5% | +21.5% | +28.6% |
| YTD | +14.5% | +9.6% | +4.8% | +11.3% |
| 1Y | +15.5% | +20.3% | -4.8% | +9.7% |
| 3Y | +9.3% | +119.5% | -110.2% | -13.4% |
| 5Y | +35.1% | +48.2% | -13.1% | +16.4% |
| All | +264.1% | +223.4% | +40.7% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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