-4.8%
MRSH vs S
+15.8%
-20.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | -7.3% | -11.8% | +4.5% | -6.7% |
| 3M | +6.7% | +33.9% | -27.3% | +4.5% |
| 6M | +3.0% | +40.1% | -37.1% | +0.4% |
| YTD | -2.9% | +32.1% | -35.0% | -5.2% |
| 1Y | -9.0% | +11.0% | -20.0% | -10.6% |
| All | -4.8% | +15.8% | -20.5% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling