+211.7%
MRSH vs XRT
+128.2%
+83.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -4.8% | -3.2% | -1.6% | -3.8% |
| 30D | -6.3% | -4.5% | -1.8% | -4.9% |
| 3M | +5.8% | -3.1% | +8.9% | +6.8% |
| 6M | +2.8% | +4.2% | -1.4% | +1.1% |
| YTD | -3.1% | -0.1% | -3.0% | -3.5% |
| 1Y | -11.3% | -3.0% | -8.2% | -10.9% |
| 3Y | -5.0% | +41.8% | -46.8% | -17.9% |
| 5Y | +19.2% | -1.3% | +20.5% | +14.5% |
| All | +211.7% | +128.2% | +83.5% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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