+179.7%
MRSH vs SNAP
-76.3%
+256.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.4% |
| 7D | -4.8% | +3.8% | -8.6% | -5.0% |
| 30D | -6.3% | +9.2% | -15.6% | -6.9% |
| 3M | +5.8% | +6.6% | -0.8% | +5.1% |
| 6M | +2.8% | +16.9% | -14.1% | +1.2% |
| YTD | -3.1% | -29.6% | +26.5% | -1.8% |
| 1Y | -11.3% | -22.1% | +10.8% | -10.9% |
| 3Y | -5.0% | -39.8% | +34.9% | -6.2% |
| 5Y | +19.2% | -92.4% | +111.6% | +28.5% |
| All | +179.7% | -76.3% | +256.0% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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