+211.7%
MRSH vs STLA
+55.1%
+156.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.6% |
| 7D | -4.8% | -2.9% | -1.9% | -4.3% |
| 30D | -6.3% | +0.9% | -7.3% | -6.6% |
| 3M | +5.8% | -21.6% | +27.4% | +9.9% |
| 6M | +2.8% | -21.6% | +24.4% | +6.0% |
| YTD | -3.1% | -50.4% | +47.3% | +7.8% |
| 1Y | -11.3% | -43.6% | +32.3% | -4.5% |
| 3Y | -5.0% | -66.4% | +61.4% | +9.6% |
| 5Y | +19.2% | -62.3% | +81.5% | +29.8% |
| All | +211.7% | +55.1% | +156.6% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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