+955.2%
MRSH vs SW
+755.0%
+200.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -3.6% | -5.1% | +1.5% | -3.4% |
| 30D | -3.0% | -4.6% | +1.6% | -2.8% |
| 3M | +15.8% | +9.4% | +6.4% | +15.3% |
| 6M | +1.6% | +3.5% | -1.9% | +1.2% |
| YTD | +1.7% | +22.0% | -20.3% | +0.6% |
| 1Y | -8.0% | +2.2% | -10.2% | -8.4% |
| 3Y | -0.3% | +19.6% | -19.9% | -1.9% |
| 5Y | +25.9% | -2.3% | +28.2% | +23.4% |
| 10Y | +222.0% | +181.4% | +40.6% | +203.9% |
| All | +955.2% | +755.0% | +200.2% | +928.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling