+83.7%
MRSH vs SITM
+4,789.7%
-4,705.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.8% | -0.5% |
| 7D | -4.8% | +3.9% | -8.6% | -5.0% |
| 30D | -6.3% | -6.6% | +0.3% | -6.1% |
| 3M | +5.8% | -11.9% | +17.7% | +5.8% |
| 6M | +2.8% | +81.1% | -78.3% | -3.4% |
| YTD | -3.1% | +80.0% | -83.1% | -9.4% |
| 1Y | -11.3% | +145.8% | -157.1% | -19.9% |
| 3Y | -5.0% | +475.9% | -480.9% | -25.3% |
| 5Y | +19.2% | +189.2% | -170.0% | -5.6% |
| All | +83.7% | +4,789.7% | -4,705.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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