+18.4%
MRSH vs SN
+156.5%
-138.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +3.2% |
| 7D | +9.4% | +10.6% | -1.2% | +9.2% |
| 30D | +23.4% | +20.0% | +3.4% | +23.2% |
| 3M | +9.9% | +30.4% | -20.5% | +9.8% |
| 6M | +26.0% | +91.0% | -65.0% | +27.4% |
| YTD | +15.2% | +95.9% | -80.7% | +17.5% |
| 1Y | +18.4% | +158.9% | -140.5% | +21.9% |
| All | +18.4% | +156.5% | -138.0% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling