+211.7%
MRSH vs SPXS
-99.6%
+311.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.8% |
| 7D | -4.8% | +2.5% | -7.2% | -4.2% |
| 30D | -6.3% | +4.2% | -10.5% | -5.3% |
| 3M | +5.8% | -9.3% | +15.1% | +3.5% |
| 6M | +2.8% | -30.7% | +33.5% | -5.5% |
| YTD | -3.1% | -28.1% | +24.9% | -9.9% |
| 1Y | -11.3% | -35.1% | +23.8% | -19.3% |
| 3Y | -5.0% | -79.6% | +74.6% | -32.3% |
| 5Y | +19.2% | -86.3% | +105.5% | -14.3% |
| All | +211.7% | -99.6% | +311.2% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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