+272.8%
MRSH vs SW
+182.7%
+90.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | +2.1% | +2.3% | -0.2% | +1.9% |
| 30D | +17.9% | +6.8% | +11.2% | +17.4% |
| 3M | +6.6% | -5.2% | +11.8% | +6.9% |
| 6M | +26.4% | +7.4% | +19.0% | +25.4% |
| YTD | +12.8% | +17.4% | -4.6% | +10.9% |
| 1Y | +18.5% | +27.1% | -8.6% | +15.7% |
| 3Y | +10.9% | +47.9% | -37.0% | +5.7% |
| 5Y | +37.5% | -2.6% | +40.0% | +32.5% |
| All | +272.8% | +182.7% | +90.1% | +219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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