+2,713.4%
MRSH vs SIRI
-16.9%
+2,730.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -4.8% | +0.6% | -5.3% | -4.8% |
| 30D | -6.3% | +2.5% | -8.8% | -6.5% |
| 3M | +5.8% | +6.6% | -0.8% | +5.4% |
| 6M | +2.8% | +32.9% | -30.1% | +1.0% |
| YTD | -3.1% | +50.5% | -53.6% | -5.5% |
| 1Y | -11.3% | +28.0% | -39.2% | -12.8% |
| 3Y | -5.0% | -22.4% | +17.4% | -5.2% |
| 5Y | +19.2% | -41.3% | +60.5% | +19.8% |
| 10Y | +217.4% | -10.4% | +227.8% | +210.7% |
| All | +2,713.4% | -16.9% | +2,730.3% | +2,315.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 all: compounded portfolio wealth divided by compounded SIRI 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…
all analysis · Full analysis span regression · 6 months rolling