+20.2%
MRSH vs WU
-51.3%
+71.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -4.8% | -3.5% | -1.3% | -4.1% |
| 30D | -6.3% | -2.9% | -3.4% | -5.8% |
| 3M | +5.8% | -2.3% | +8.1% | +5.5% |
| 6M | +2.8% | -25.4% | +28.2% | +8.4% |
| YTD | -3.1% | -21.2% | +18.1% | +0.9% |
| 1Y | -11.3% | -8.9% | -2.4% | -10.8% |
| 3Y | -5.0% | -29.0% | +24.0% | -0.4% |
| All | +20.2% | -51.3% | +71.5% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling