+32.6%
NET vs MRSH
+39.3%
-6.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -4.8% |
| 7D | -16.4% | +9.4% | -25.8% | -21.8% |
| 30D | -25.8% | +23.4% | -49.3% | -37.0% |
| 3M | -11.5% | +9.9% | -21.4% | -18.5% |
| 6M | +18.9% | +26.0% | -7.1% | -3.3% |
| YTD | +35.2% | +15.2% | +20.0% | +16.6% |
| 1Y | +14.5% | +18.4% | -4.0% | -4.4% |
| 3Y | +313.8% | +13.6% | +300.2% | +218.5% |
| 5Y | +32.6% | +40.6% | -8.1% | -30.7% |
| All | +32.6% | +39.3% | -6.8% | -30.7% |
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 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