+211.7%
MRSH vs WEC
+146.6%
+65.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | -6.3% | -2.6% | -3.7% | -5.5% |
| 3M | +5.8% | -6.0% | +11.8% | +8.1% |
| 6M | +2.8% | -5.4% | +8.2% | +4.6% |
| YTD | -3.1% | +2.5% | -5.6% | -4.4% |
| 1Y | -11.3% | -0.7% | -10.5% | -11.4% |
| 3Y | -5.0% | +38.7% | -43.7% | -16.5% |
| 5Y | +19.2% | +31.7% | -12.5% | +6.1% |
| All | +211.7% | +146.6% | +65.1% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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