+211.7%
MRSH vs SBAC
+87.1%
+124.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.9% |
| 7D | -4.8% | -2.1% | -2.7% | -4.2% |
| 30D | -6.3% | +2.0% | -8.3% | -6.9% |
| 3M | +5.8% | -8.3% | +14.1% | +8.2% |
| 6M | +2.8% | +0.3% | +2.5% | +1.5% |
| YTD | -3.1% | -2.2% | -0.9% | -3.9% |
| 1Y | -11.3% | -4.6% | -6.6% | -11.4% |
| 3Y | -5.0% | -8.3% | +3.3% | -6.3% |
| 5Y | +19.2% | -42.8% | +62.0% | +37.4% |
| All | +211.7% | +87.1% | +124.5% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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