+310.4%
WM vs MRSH
+210.0%
+100.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.4% |
| 7D | -1.2% | -5.9% | +4.7% | +1.7% |
| 30D | -4.5% | -7.3% | +2.8% | -0.9% |
| 3M | -2.2% | +7.4% | -9.6% | -5.8% |
| 6M | -11.5% | -0.7% | -10.8% | -11.8% |
| YTD | -0.7% | -3.2% | +2.5% | -0.4% |
| 1Y | +0.3% | -10.6% | +10.9% | +4.5% |
| 3Y | +44.2% | -4.6% | +48.8% | +44.1% |
| 5Y | +51.6% | +19.3% | +32.3% | +32.5% |
| 10Y | +310.4% | +217.3% | +93.2% | +129.7% |
| All | +310.4% | +210.0% | +100.4% | +129.7% |
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