+19.4%
MRSH vs SNAP
-92.7%
+112.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | +0.1% |
| 7D | -5.9% | -3.2% | -2.8% | -5.8% |
| 30D | -7.3% | +0.2% | -7.5% | -7.4% |
| 3M | +6.7% | +2.6% | +4.1% | +6.3% |
| 6M | +3.0% | +12.4% | -9.4% | +1.9% |
| YTD | -2.9% | -31.6% | +28.7% | -1.8% |
| 1Y | -9.0% | -21.7% | +12.7% | -8.7% |
| 3Y | -4.3% | -41.2% | +36.9% | -5.9% |
| 5Y | +19.4% | -92.6% | +112.0% | +25.8% |
| All | +19.4% | -92.7% | +112.1% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling