+211.7%
MRSH vs WING
+407.7%
-196.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -1.0% |
| 7D | -4.8% | +7.2% | -12.0% | -5.6% |
| 30D | -6.3% | +4.8% | -11.1% | -7.1% |
| 3M | +5.8% | -23.7% | +29.5% | +8.9% |
| 6M | +2.8% | -43.6% | +46.4% | +9.4% |
| YTD | -3.1% | -50.6% | +47.5% | +4.1% |
| 1Y | -11.3% | -57.0% | +45.8% | -3.2% |
| 3Y | -5.0% | -28.3% | +23.3% | -9.3% |
| 5Y | +19.2% | -32.4% | +51.6% | +10.1% |
| All | +211.7% | +407.7% | -196.0% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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