+122.9%
MS vs MRSH
+34.9%
+88.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | +5.1% | +1.4% | +3.6% | +4.6% |
| 30D | +5.7% | +16.5% | -10.8% | +0.2% |
| 3M | -12.2% | +10.8% | -22.9% | -15.3% |
| 6M | -0.5% | +32.1% | -32.6% | -11.6% |
| YTD | +9.8% | +14.5% | -4.6% | +3.2% |
| 1Y | +17.7% | +15.5% | +2.2% | +10.0% |
| 3Y | +176.8% | +9.3% | +167.5% | +160.1% |
| All | +122.9% | +34.9% | +88.0% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling