+1,089.8%
MRSH vs SW
+730.4%
+359.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.4% |
| 7D | +6.3% | +4.7% | +1.6% | +6.1% |
| 30D | +21.9% | +5.0% | +16.9% | +21.7% |
| 3M | +9.4% | -7.3% | +16.7% | +9.7% |
| 6M | +25.9% | +15.0% | +10.9% | +25.0% |
| YTD | +14.7% | +18.5% | -3.8% | +13.6% |
| 1Y | +19.3% | +27.1% | -7.9% | +17.7% |
| 3Y | +13.1% | +49.3% | -36.2% | +10.4% |
| 5Y | +39.8% | -1.6% | +41.4% | +37.0% |
| 10Y | +286.0% | +185.4% | +100.6% | +264.6% |
| All | +1,089.8% | +730.4% | +359.4% | +1,061.1% |
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