+211.7%
MRSH vs SAN
+357.1%
-145.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.7% |
| 7D | -4.8% | +0.2% | -5.0% | -4.8% |
| 30D | -6.3% | +0.9% | -7.3% | -6.5% |
| 3M | +5.8% | +19.1% | -13.3% | +1.5% |
| 6M | +2.8% | +33.2% | -30.4% | -4.4% |
| YTD | -3.1% | +29.1% | -32.2% | -9.8% |
| 1Y | -11.3% | +50.2% | -61.5% | -20.5% |
| 3Y | -5.0% | +351.0% | -356.0% | -36.8% |
| 5Y | +19.2% | +394.7% | -375.5% | -25.3% |
| All | +211.7% | +357.1% | -145.4% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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