+33.7%
MRSH vs SW
-1.7%
+35.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -1.8% | -3.0% | +1.2% | -1.6% |
| 30D | +16.2% | +4.2% | +12.0% | +15.9% |
| 3M | +9.5% | -11.5% | +21.1% | +10.2% |
| 6M | +27.3% | +8.6% | +18.7% | +26.5% |
| YTD | +13.3% | +15.0% | -1.7% | +11.9% |
| 1Y | +15.0% | +25.7% | -10.7% | +12.9% |
| 3Y | +8.1% | +44.8% | -36.7% | +4.4% |
| 5Y | +33.7% | -1.7% | +35.5% | +27.2% |
| All | +33.7% | -1.7% | +35.5% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling