+211.7%
MRSH vs RVTY
+145.6%
+66.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.9% |
| 7D | -4.8% | -4.5% | -0.2% | -3.7% |
| 30D | -6.3% | +5.5% | -11.8% | -7.6% |
| 3M | +5.8% | +22.5% | -16.7% | +0.2% |
| 6M | +2.8% | +38.9% | -36.1% | -6.4% |
| YTD | -3.1% | +28.7% | -31.9% | -10.6% |
| 1Y | -11.3% | +45.5% | -56.8% | -21.3% |
| 3Y | -5.0% | +16.4% | -21.3% | -13.6% |
| 5Y | +19.2% | -32.7% | +51.9% | +28.8% |
| All | +211.7% | +145.6% | +66.0% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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