+20.2%
MRSH vs SRE
+45.6%
-25.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -4.8% | -0.8% | -3.9% | -4.6% |
| 30D | -6.3% | -3.0% | -3.3% | -5.7% |
| 3M | +5.8% | -8.3% | +14.1% | +8.1% |
| 6M | +2.8% | -8.9% | +11.7% | +5.0% |
| YTD | -3.1% | -4.3% | +1.2% | -2.7% |
| 1Y | -11.3% | +2.7% | -14.0% | -12.9% |
| 3Y | -5.0% | +28.7% | -33.6% | -17.0% |
| All | +20.2% | +45.6% | -25.4% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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