+264.1%
MRSH vs SWK
+18.1%
+246.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +1.4% | -1.4% | +2.8% | +1.8% |
| 30D | +16.5% | +25.5% | -9.0% | +10.3% |
| 3M | +10.8% | +11.8% | -1.0% | +7.6% |
| 6M | +32.1% | +48.7% | -16.6% | +19.2% |
| YTD | +14.5% | +57.2% | -42.7% | +0.9% |
| 1Y | +15.5% | +75.3% | -59.8% | -1.1% |
| 3Y | +9.3% | +51.9% | -42.6% | -7.4% |
| 5Y | +35.1% | -30.7% | +65.8% | +43.3% |
| All | +264.1% | +18.1% | +246.0% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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