+261.9%
MRSH vs SW
+183.3%
+78.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.5% | +1.8% | -2.3% | -0.6% |
| 30D | +16.3% | +7.0% | +9.3% | +15.7% |
| 3M | +7.3% | -7.6% | +14.9% | +7.8% |
| 6M | +26.6% | +8.5% | +18.1% | +25.5% |
| YTD | +12.6% | +17.7% | -5.1% | +10.6% |
| 1Y | +16.0% | +27.1% | -11.1% | +13.3% |
| 3Y | +8.8% | +48.2% | -39.4% | +3.7% |
| 5Y | +34.3% | -2.3% | +36.6% | +29.4% |
| 10Y | +261.9% | +183.3% | +78.5% | +209.7% |
| All | +261.9% | +183.3% | +78.5% | +209.7% |
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