+143.2%
MS vs MRSH
+20.1%
+123.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | +1.7% | -5.9% | +7.5% | +3.9% |
| 30D | 0.0% | -7.3% | +7.3% | +2.7% |
| 3M | +3.0% | +7.4% | -4.5% | -1.1% |
| 6M | +35.7% | -0.7% | +36.4% | +34.2% |
| YTD | +23.3% | -3.2% | +26.5% | +22.9% |
| 1Y | +44.7% | -10.6% | +55.3% | +49.7% |
| 3Y | +178.0% | -4.6% | +182.6% | +170.9% |
| 5Y | +143.2% | +19.3% | +123.9% | +94.0% |
| All | +143.2% | +20.1% | +123.1% | +94.0% |
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