+264.1%
MRSH vs STLD
+761.4%
-497.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.6% |
| 7D | +1.4% | +2.9% | -1.5% | +0.9% |
| 30D | +16.5% | -5.6% | +22.0% | +17.4% |
| 3M | +10.8% | -11.7% | +22.5% | +12.7% |
| 6M | +32.1% | -2.8% | +34.8% | +31.4% |
| YTD | +14.5% | +36.4% | -22.0% | +5.9% |
| 1Y | +15.5% | +50.0% | -34.5% | +4.7% |
| 3Y | +9.3% | +122.3% | -113.0% | -11.3% |
| 5Y | +35.1% | +273.2% | -238.1% | -6.1% |
| All | +264.1% | +761.4% | -497.3% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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