+19.8%
MRSH vs VRSK
-8.5%
+28.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.2% |
| 7D | +9.4% | +4.2% | +5.2% | +7.8% |
| 30D | +23.4% | +21.2% | +2.3% | +15.5% |
| 3M | +9.9% | +2.9% | +7.0% | +8.3% |
| 6M | +26.0% | +11.3% | +14.7% | +21.2% |
| YTD | +15.2% | -10.8% | +26.1% | +15.4% |
| All | +19.8% | -8.5% | +28.3% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling