+263.6%
MRSH vs RF
+220.9%
+42.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.4% | -1.3% | 0.0% | -1.0% |
| 30D | +17.5% | +4.6% | +12.9% | +16.2% |
| 3M | +9.1% | -8.4% | +17.6% | +11.6% |
| 6M | +29.9% | +8.9% | +21.1% | +27.0% |
| YTD | +14.3% | +8.8% | +5.5% | +11.4% |
| 1Y | +16.6% | +18.9% | -2.3% | +11.0% |
| 3Y | +9.1% | +116.0% | -106.9% | -13.2% |
| 5Y | +36.4% | +46.0% | -9.7% | +18.0% |
| All | +263.6% | +220.9% | +42.7% | +136.6% |
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