+20.2%
MRSH vs SM
+108.4%
-88.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.8% | +4.6% | -9.3% | -5.0% |
| 30D | -6.3% | +18.2% | -24.5% | -7.4% |
| 3M | +5.8% | +22.5% | -16.7% | +4.1% |
| 6M | +2.8% | +50.6% | -47.8% | -0.5% |
| YTD | -3.1% | +108.1% | -111.2% | -8.4% |
| 1Y | -11.3% | +46.0% | -57.3% | -14.2% |
| 3Y | -5.0% | +2.9% | -7.8% | -7.6% |
| All | +20.2% | +108.4% | -88.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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