+70.3%
T vs MRSH
+218.8%
-148.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +1.5% | -4.8% | +6.2% | +3.5% |
| 30D | +7.5% | -6.3% | +13.8% | +10.3% |
| 3M | +14.8% | +5.8% | +9.0% | +12.0% |
| 6M | -1.7% | +2.8% | -4.5% | -3.5% |
| YTD | +8.7% | -3.1% | +11.8% | +9.1% |
| 1Y | -7.5% | -11.3% | +3.8% | -4.0% |
| 3Y | +110.2% | -5.0% | +115.2% | +110.3% |
| 5Y | +71.6% | +19.2% | +52.5% | +52.1% |
| All | +70.3% | +218.8% | -148.6% | +2.4% |
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