+20.2%
MRSH vs STT
+156.7%
-136.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -4.8% | -0.4% | -4.3% | -4.7% |
| 30D | -6.3% | +1.7% | -8.1% | -6.7% |
| 3M | +5.8% | +17.9% | -12.1% | +1.4% |
| 6M | +2.8% | +55.3% | -52.5% | -8.4% |
| YTD | -3.1% | +52.7% | -55.8% | -13.5% |
| 1Y | -11.3% | +75.7% | -86.9% | -23.8% |
| 3Y | -5.0% | +197.9% | -202.9% | -30.7% |
| All | +20.2% | +156.7% | -136.6% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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