+36.5%
MRSH vs S
-57.1%
+93.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -4.8% | -0.7% | -4.1% | -4.7% |
| 30D | -6.3% | -11.4% | +5.1% | -5.6% |
| 3M | +5.8% | +33.8% | -28.0% | +3.2% |
| 6M | +2.8% | +39.5% | -36.7% | -0.3% |
| YTD | -3.1% | +31.7% | -34.8% | -5.8% |
| 1Y | -11.3% | +7.0% | -18.3% | -12.6% |
| 3Y | -5.0% | +11.8% | -16.7% | -8.6% |
| 5Y | +19.2% | -69.0% | +88.2% | +19.5% |
| All | +36.5% | -57.1% | +93.5% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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