+20.2%
MRSH vs SU
+348.9%
-328.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | +2.2% | -7.0% | -5.0% |
| 30D | -6.3% | +8.4% | -14.8% | -7.1% |
| 3M | +5.8% | +12.1% | -6.3% | +4.5% |
| 6M | +2.8% | +19.7% | -16.9% | +0.8% |
| YTD | -3.1% | +58.4% | -61.5% | -7.8% |
| 1Y | -11.3% | +67.2% | -78.5% | -16.1% |
| 3Y | -5.0% | +125.0% | -130.0% | -13.9% |
| All | +20.2% | +348.9% | -328.7% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling