+211.7%
MRSH vs SMTC
+548.2%
-336.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.6% |
| 7D | -4.8% | +13.1% | -17.8% | -5.7% |
| 30D | -6.3% | +19.5% | -25.8% | -7.9% |
| 3M | +5.8% | +2.2% | +3.6% | +4.5% |
| 6M | +2.8% | +94.9% | -92.1% | -5.7% |
| YTD | -3.1% | +127.0% | -130.1% | -12.9% |
| 1Y | -11.3% | +174.6% | -185.8% | -22.4% |
| 3Y | -5.0% | +615.9% | -620.9% | -34.4% |
| 5Y | +19.2% | +125.6% | -106.4% | +0.8% |
| All | +211.7% | +548.2% | -336.5% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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