+41.2%
USB vs MRSH
+26.3%
+14.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.3% |
| 7D | +1.4% | -3.6% | +5.0% | +3.0% |
| 30D | -1.3% | -3.0% | +1.7% | -0.1% |
| 3M | +15.2% | +15.8% | -0.6% | +7.6% |
| 6M | +18.8% | +1.6% | +17.3% | +17.1% |
| YTD | +21.0% | +1.7% | +19.3% | +18.7% |
| 1Y | +34.0% | -8.0% | +42.0% | +37.9% |
| 3Y | +95.3% | -0.3% | +95.6% | +89.4% |
| All | +41.2% | +26.3% | +14.9% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling