+224.5%
MRSH vs SU
+276.2%
-51.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | -2.9% | +2.1% | -4.9% | -3.2% |
| 30D | -3.9% | +5.1% | -9.0% | -4.8% |
| 3M | +7.6% | +12.3% | -4.7% | +5.3% |
| 6M | +5.9% | +16.8% | -10.9% | +2.9% |
| YTD | -1.2% | +58.2% | -59.3% | -8.9% |
| 1Y | -9.3% | +68.2% | -77.4% | -17.3% |
| 3Y | -4.5% | +118.2% | -122.7% | -18.0% |
| 5Y | +23.8% | +348.0% | -324.2% | -10.1% |
| 10Y | +224.5% | +276.0% | -51.5% | +132.0% |
| All | +224.5% | +276.2% | -51.8% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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