+211.7%
MRSH vs XPO
+1,516.3%
-1,304.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | -5.7% | +0.9% | -3.8% |
| 30D | -6.3% | -12.8% | +6.5% | -4.3% |
| 3M | +5.8% | -20.0% | +25.8% | +9.5% |
| 6M | +2.8% | -6.0% | +8.8% | +3.0% |
| YTD | -3.1% | +34.0% | -37.2% | -9.4% |
| 1Y | -11.3% | +35.6% | -46.8% | -17.6% |
| 3Y | -5.0% | +152.3% | -157.3% | -25.3% |
| 5Y | +19.2% | +264.4% | -245.2% | -17.2% |
| All | +211.7% | +1,516.3% | -1,304.6% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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