+205.8%
RSP vs MRSH
+218.8%
-13.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.9% | -4.8% | +2.9% | +0.7% |
| 30D | -2.8% | -6.3% | +3.5% | +0.6% |
| 3M | +2.8% | +5.8% | -3.0% | -1.1% |
| 6M | +10.2% | +2.8% | +7.4% | +6.8% |
| YTD | +13.1% | -3.1% | +16.2% | +12.8% |
| 1Y | +14.8% | -11.3% | +26.0% | +20.1% |
| 3Y | +52.6% | -5.0% | +57.6% | +50.3% |
| 5Y | +51.6% | +19.2% | +32.4% | +26.7% |
| All | +205.8% | +218.8% | -13.0% | +46.4% |
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