+105.9%
USB vs MRSH
+214.4%
-108.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | +0.3% |
| 7D | +2.1% | -3.8% | +5.9% | +4.4% |
| 30D | -2.3% | -5.8% | +3.5% | +1.1% |
| 3M | +13.9% | +11.7% | +2.2% | +5.5% |
| 6M | +21.6% | -0.3% | +21.9% | +19.9% |
| YTD | +19.3% | -1.1% | +20.5% | +17.7% |
| 1Y | +33.6% | -9.5% | +43.0% | +38.7% |
| 3Y | +97.7% | -2.6% | +100.3% | +91.3% |
| 5Y | +40.4% | +22.7% | +17.7% | +12.7% |
| 10Y | +105.9% | +214.6% | -108.6% | -11.9% |
| All | +105.9% | +214.4% | -108.5% | -11.9% |
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