+314.7%
SPY vs MRSH
+218.8%
+95.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.8% | -4.8% | +4.0% | +1.7% |
| 30D | -1.1% | -6.3% | +5.3% | +2.1% |
| 3M | +3.9% | +5.8% | -1.9% | -0.1% |
| 6M | +13.6% | +2.8% | +10.8% | +10.1% |
| YTD | +12.7% | -3.1% | +15.8% | +12.0% |
| 1Y | +17.5% | -11.3% | +28.8% | +22.3% |
| 3Y | +76.9% | -5.0% | +81.9% | +73.2% |
| 5Y | +83.6% | +19.2% | +64.4% | +53.8% |
| All | +314.7% | +218.8% | +95.9% | +105.1% |
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