+89.2%
USB vs MRSH
+268.0%
-178.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.7% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | +6.8% | +16.3% | -9.5% | -2.5% |
| 3M | -3.8% | +7.3% | -11.0% | -8.0% |
| 6M | +11.7% | +26.6% | -14.9% | -4.2% |
| YTD | +17.5% | +12.6% | +4.9% | +7.0% |
| 1Y | +33.8% | +16.0% | +17.8% | +19.4% |
| 3Y | +104.2% | +8.8% | +95.4% | +85.0% |
| 5Y | +26.4% | +34.3% | -7.9% | -3.3% |
| 10Y | +89.2% | +261.9% | -172.6% | -25.4% |
| All | +89.2% | +268.0% | -178.8% | -25.4% |
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