+211.7%
MRSH vs SCCO
+1,104.1%
-892.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -4.8% | -2.7% | -2.1% | -4.5% |
| 30D | -6.3% | -0.7% | -5.6% | -6.4% |
| 3M | +5.8% | +8.1% | -2.3% | +4.1% |
| 6M | +2.8% | +4.1% | -1.3% | +0.9% |
| YTD | -3.1% | +41.1% | -44.2% | -10.5% |
| 1Y | -11.3% | +95.6% | -106.8% | -23.1% |
| 3Y | -5.0% | +179.3% | -184.2% | -26.0% |
| 5Y | +19.2% | +308.3% | -289.1% | -17.8% |
| All | +211.7% | +1,104.1% | -892.4% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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