+211.7%
MRSH vs RF
+342.9%
-131.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -4.8% | -1.0% | -3.8% | -4.5% |
| 30D | -6.3% | -3.7% | -2.6% | -5.5% |
| 3M | +5.8% | +5.3% | +0.5% | +4.3% |
| 6M | +2.8% | +17.2% | -14.4% | -1.5% |
| YTD | -3.1% | +14.5% | -17.6% | -6.7% |
| 1Y | -11.3% | +15.9% | -27.2% | -15.0% |
| 3Y | -5.0% | +91.2% | -96.2% | -21.9% |
| 5Y | +19.2% | +90.0% | -70.8% | -4.3% |
| All | +211.7% | +342.9% | -131.2% | +81.9% |
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