+36.0%
MRSH vs RF
+45.7%
-9.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +17.7% | +6.2% | +11.6% | +16.3% |
| 3M | +9.1% | -7.8% | +16.9% | +10.9% |
| 6M | +28.2% | +5.9% | +22.3% | +26.6% |
| YTD | +14.0% | +9.0% | +4.9% | +11.6% |
| 1Y | +18.7% | +19.3% | -0.5% | +14.1% |
| 3Y | +8.7% | +116.4% | -107.7% | -9.8% |
| All | +36.0% | +45.7% | -9.8% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling