+97.5%
REGN vs MRSH
+218.8%
-121.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.6% | -4.8% | -0.8% | -4.1% |
| 30D | -2.0% | -6.3% | +4.4% | +0.1% |
| 3M | +28.0% | +5.8% | +22.1% | +25.2% |
| 6M | +1.2% | +2.8% | -1.6% | -0.5% |
| YTD | +1.6% | -3.1% | +4.8% | +1.6% |
| 1Y | +38.2% | -11.3% | +49.5% | +42.4% |
| 3Y | -5.4% | -5.0% | -0.4% | -5.7% |
| 5Y | +21.3% | +19.2% | +2.1% | +9.9% |
| All | +97.5% | +218.8% | -121.4% | +21.4% |
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