+20.2%
MRSH vs USFR
+20.6%
-0.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -4.8% | +0.1% | -4.9% | -5.0% |
| 30D | -6.3% | +0.4% | -6.7% | -6.9% |
| 3M | +5.8% | +1.0% | +4.8% | +4.0% |
| 6M | +2.8% | +2.0% | +0.8% | -0.3% |
| YTD | -3.1% | +2.8% | -5.9% | -7.0% |
| 1Y | -11.3% | +4.1% | -15.4% | -16.4% |
| 3Y | -5.0% | +14.1% | -19.1% | -18.5% |
| All | +20.2% | +20.6% | -0.4% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling