+495.5%
MRSH vs WTW
+1,102.0%
-606.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.8% | -5.7% | +1.0% | -1.9% |
| 30D | -6.3% | -7.3% | +0.9% | -2.7% |
| 3M | +5.8% | +21.5% | -15.7% | -4.4% |
| 6M | +2.8% | +9.6% | -6.8% | -2.5% |
| YTD | -3.1% | -3.3% | +0.2% | -2.4% |
| 1Y | -11.3% | -6.1% | -5.1% | -9.2% |
| 3Y | -5.0% | +61.8% | -66.8% | -27.1% |
| 5Y | +19.2% | +42.7% | -23.5% | -3.1% |
| 10Y | +217.4% | +197.2% | +20.1% | +77.7% |
| All | +495.5% | +1,102.0% | -606.6% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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