+878.4%
MSFT vs MRSH
+218.8%
+659.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.8% |
| 7D | -0.8% | -4.8% | +3.9% | +2.0% |
| 30D | +0.8% | -6.3% | +7.2% | +4.7% |
| 3M | +27.2% | +5.8% | +21.4% | +22.1% |
| 6M | +22.9% | +2.8% | +20.1% | +19.3% |
| YTD | +3.1% | -3.1% | +6.3% | +2.6% |
| 1Y | -0.3% | -11.3% | +11.0% | +4.3% |
| 3Y | +50.1% | -5.0% | +55.1% | +45.5% |
| 5Y | +74.6% | +19.2% | +55.5% | +42.4% |
| All | +878.4% | +218.8% | +659.5% | +348.7% |
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