+10.2%
MRSH vs SW
+39.0%
-28.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | +2.1% | +2.3% | -0.2% | +2.0% |
| 30D | +17.9% | +6.8% | +11.2% | +17.5% |
| 3M | +6.0% | -5.2% | +11.2% | +6.2% |
| 6M | +25.7% | +7.4% | +18.2% | +25.1% |
| YTD | +12.2% | +17.4% | -5.2% | +10.9% |
| 1Y | +17.8% | +27.1% | -9.3% | +16.0% |
| 3Y | +10.2% | +47.9% | -37.6% | +12.3% |
| All | +10.2% | +39.0% | -28.8% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling