+929.5%
MRSH vs VRSK
+586.4%
+343.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -4.8% | -5.2% | +0.4% | -2.5% |
| 30D | -6.3% | -2.3% | -4.0% | -5.5% |
| 3M | +5.8% | -2.9% | +8.7% | +6.8% |
| 6M | +2.8% | -12.8% | +15.6% | +8.4% |
| YTD | -3.1% | -20.8% | +17.7% | +6.0% |
| 1Y | -11.3% | -33.2% | +22.0% | +4.8% |
| 3Y | -5.0% | -26.6% | +21.6% | +6.2% |
| 5Y | +19.2% | -11.3% | +30.5% | +20.5% |
| 10Y | +217.4% | +126.1% | +91.3% | +115.6% |
| All | +929.5% | +586.4% | +343.1% | +357.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling