-5.0%
MRSH vs SEI
+594.6%
-599.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | 0.0% |
| 7D | -4.8% | +22.6% | -27.3% | -4.0% |
| 30D | -6.3% | +9.1% | -15.4% | -5.9% |
| 3M | +5.8% | -11.3% | +17.1% | +6.3% |
| 6M | +2.8% | +22.0% | -19.2% | +3.6% |
| YTD | -3.1% | +47.3% | -50.4% | -2.3% |
| 1Y | -11.3% | +124.8% | -136.0% | -10.8% |
| 3Y | -5.0% | +591.3% | -596.2% | -6.4% |
| All | -5.0% | +594.6% | -599.5% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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