+153.1%
SO vs MRSH
+218.8%
-65.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -1.1% | -4.8% | +3.7% | +1.0% |
| 30D | -5.0% | -6.3% | +1.3% | -2.3% |
| 3M | -5.8% | +5.8% | -11.6% | -8.6% |
| 6M | -7.9% | +2.8% | -10.7% | -10.1% |
| YTD | +2.4% | -3.1% | +5.5% | +2.4% |
| 1Y | -2.3% | -11.3% | +9.0% | +1.7% |
| 3Y | +41.9% | -5.0% | +46.8% | +41.3% |
| 5Y | +58.1% | +19.2% | +38.9% | +37.7% |
| All | +153.1% | +218.8% | -65.7% | +58.6% |
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