+211.7%
MRSH vs WAB
+296.8%
-85.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -6.3% | -4.1% | -2.3% | -5.4% |
| 3M | +5.8% | +8.2% | -2.4% | +3.1% |
| 6M | +2.8% | +15.4% | -12.6% | -2.1% |
| YTD | -3.1% | +33.1% | -36.3% | -11.4% |
| 1Y | -11.3% | +48.1% | -59.3% | -21.4% |
| 3Y | -5.0% | +167.7% | -172.7% | -30.4% |
| 5Y | +19.2% | +225.7% | -206.5% | -18.2% |
| All | +211.7% | +296.8% | -85.1% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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