+171.9%
SAP vs MRSH
+218.8%
-47.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.1% | -4.8% | +0.7% | -1.5% |
| 30D | +1.1% | -6.3% | +7.4% | +4.7% |
| 3M | +26.1% | +5.8% | +20.3% | +22.6% |
| 6M | +9.8% | +2.8% | +7.0% | +7.8% |
| YTD | -13.6% | -3.1% | -10.5% | -13.3% |
| 1Y | -18.7% | -11.3% | -7.4% | -14.6% |
| 3Y | +54.1% | -5.0% | +59.1% | +53.5% |
| 5Y | +54.7% | +19.2% | +35.6% | +32.4% |
| All | +171.9% | +218.8% | -47.0% | +41.8% |
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