+19.4%
MRSH vs SIMO
+287.2%
-267.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.7% | +0.2% |
| 7D | -5.9% | +12.5% | -18.5% | -5.8% |
| 30D | -7.3% | +18.4% | -25.7% | -7.1% |
| 3M | +6.7% | +5.6% | +1.1% | +6.5% |
| 6M | +3.0% | +116.9% | -113.9% | -0.2% |
| YTD | -2.9% | +188.4% | -191.3% | -8.0% |
| 1Y | -9.0% | +221.3% | -230.2% | -14.7% |
| 3Y | -4.3% | +438.6% | -442.9% | -15.9% |
| 5Y | +19.4% | +287.9% | -268.5% | +10.9% |
| All | +19.4% | +287.2% | -267.7% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling