+773.9%
MS vs MRSH
+219.5%
+554.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -2.1% | -5.9% | +3.9% | +1.9% |
| 30D | -1.1% | -7.3% | +6.2% | +3.8% |
| 3M | +3.5% | +6.7% | -3.2% | -2.9% |
| 6M | +33.7% | +3.0% | +30.7% | +27.2% |
| YTD | +21.8% | -2.9% | +24.7% | +19.8% |
| 1Y | +41.1% | -9.0% | +50.1% | +44.6% |
| 3Y | +174.5% | -4.3% | +178.8% | +161.7% |
| 5Y | +140.7% | +19.4% | +121.2% | +83.9% |
| All | +773.9% | +219.5% | +554.4% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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