-5.0%
MRSH vs USFR
+14.1%
-19.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.4% |
| 7D | -4.8% | +0.1% | -4.9% | -5.1% |
| 30D | -6.3% | +0.4% | -6.7% | -7.2% |
| 3M | +5.8% | +1.0% | +4.8% | +3.0% |
| 6M | +2.8% | +2.0% | +0.8% | -1.8% |
| YTD | -3.1% | +2.8% | -5.9% | -8.9% |
| 1Y | -11.3% | +4.1% | -15.4% | -18.9% |
| 3Y | -5.0% | +14.1% | -19.1% | -20.7% |
| All | -5.0% | +14.1% | -19.1% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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