+248.8%
XLF vs MRSH
+218.8%
+30.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.5% | -4.8% | +3.3% | +1.7% |
| 30D | -1.2% | -6.3% | +5.2% | +3.1% |
| 3M | +9.2% | +5.8% | +3.4% | +4.2% |
| 6M | +16.3% | +2.8% | +13.5% | +12.3% |
| YTD | +5.4% | -3.1% | +8.6% | +5.3% |
| 1Y | +7.6% | -11.3% | +18.9% | +13.9% |
| 3Y | +74.2% | -5.0% | +79.2% | +72.3% |
| 5Y | +66.1% | +19.2% | +47.0% | +35.5% |
| All | +248.8% | +218.8% | +30.0% | +41.0% |
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