+19.4%
MRSH vs S
-70.4%
+89.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.5% |
| 3M | +6.7% | +33.9% | -27.3% | +3.9% |
| 6M | +3.0% | +40.1% | -37.1% | -0.3% |
| YTD | -2.9% | +32.1% | -35.0% | -5.8% |
| 1Y | -9.0% | +11.0% | -20.0% | -10.7% |
| 3Y | -4.3% | +16.9% | -21.3% | -8.6% |
| 5Y | +19.4% | -68.9% | +88.4% | +22.1% |
| All | +19.4% | -70.4% | +89.9% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling