+1,258.4%
NET vs MRSH
+134.4%
+1,124.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.8% | -8.0% |
| 7D | -21.2% | +6.3% | -27.5% | -24.2% |
| 30D | -31.1% | +21.9% | -53.1% | -39.4% |
| 3M | -16.5% | +9.4% | -25.9% | -21.9% |
| 6M | 0.0% | +25.9% | -25.9% | -15.3% |
| YTD | +24.0% | +14.7% | +9.3% | +10.2% |
| 1Y | +7.0% | +19.3% | -12.3% | -7.8% |
| 3Y | +279.6% | +13.1% | +266.5% | +225.3% |
| 5Y | +24.0% | +39.8% | -15.8% | -7.8% |
| All | +1,258.4% | +134.4% | +1,124.0% | +777.3% |
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