+7,285.0%
STRL vs MRSH
+218.8%
+7,066.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | +5.0% | -4.8% | +9.8% | +6.9% |
| 30D | -6.9% | -6.3% | -0.6% | -4.9% |
| 3M | -39.1% | +5.8% | -44.9% | -42.1% |
| 6M | +21.5% | +2.8% | +18.7% | +14.7% |
| YTD | +66.9% | -3.1% | +70.0% | +60.9% |
| 1Y | +61.6% | -11.3% | +72.9% | +62.9% |
| 3Y | +560.0% | -5.0% | +565.0% | +518.5% |
| 5Y | +2,238.9% | +19.2% | +2,219.7% | +1,722.5% |
| All | +7,285.0% | +218.8% | +7,066.1% | +2,826.0% |
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