+629.3%
ON vs MRSH
+218.8%
+410.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.7% |
| 7D | +2.4% | -4.8% | +7.1% | +5.8% |
| 30D | -8.6% | -6.3% | -2.3% | -4.8% |
| 3M | -34.3% | +5.8% | -40.1% | -39.3% |
| 6M | +28.5% | +2.8% | +25.7% | +18.9% |
| YTD | +40.6% | -3.1% | +43.7% | +34.4% |
| 1Y | +55.3% | -11.3% | +66.6% | +58.0% |
| 3Y | -22.2% | -5.0% | -17.2% | -29.8% |
| 5Y | +62.4% | +19.2% | +43.2% | +15.2% |
| All | +629.3% | +218.8% | +410.5% | +135.6% |
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