+57.8%
SO vs MRSH
+18.2%
+39.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -1.1% | -4.8% | +3.7% | +0.4% |
| 30D | -5.0% | -6.3% | +1.3% | -3.1% |
| 3M | -5.8% | +5.8% | -11.6% | -7.9% |
| 6M | -7.9% | +2.8% | -10.7% | -9.5% |
| YTD | +2.4% | -3.1% | +5.5% | +2.6% |
| 1Y | -2.3% | -11.3% | +9.0% | +1.1% |
| 3Y | +41.9% | -5.0% | +46.8% | +42.4% |
| All | +57.8% | +18.2% | +39.6% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling