+211.7%
MRSH vs WAT
+170.9%
+40.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | -6.3% | -1.9% | -4.5% | -5.9% |
| 3M | +5.8% | +13.5% | -7.7% | +2.0% |
| 6M | +2.8% | +37.2% | -34.4% | -6.9% |
| YTD | -3.1% | +7.5% | -10.6% | -6.2% |
| 1Y | -11.3% | +35.0% | -46.3% | -19.9% |
| 3Y | -5.0% | +55.1% | -60.1% | -22.4% |
| 5Y | +19.2% | -2.8% | +22.0% | +13.4% |
| All | +211.7% | +170.9% | +40.7% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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