+211.7%
MRSH vs SIMO
+605.2%
-393.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.2% | -7.5% | -0.6% |
| 7D | -4.8% | +11.0% | -15.8% | -5.3% |
| 30D | -6.3% | +17.9% | -24.2% | -7.3% |
| 3M | +5.8% | +3.9% | +1.9% | +4.6% |
| 6M | +2.8% | +131.0% | -128.2% | -6.8% |
| YTD | -3.1% | +209.3% | -212.4% | -15.7% |
| 1Y | -11.3% | +223.8% | -235.0% | -23.6% |
| 3Y | -5.0% | +479.2% | -484.2% | -26.0% |
| 5Y | +19.2% | +316.0% | -296.8% | -5.2% |
| All | +211.7% | +605.2% | -393.5% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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