+253.9%
XLI vs MRSH
+218.8%
+35.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -1.7% | -4.8% | +3.1% | +0.9% |
| 30D | -7.3% | -6.3% | -0.9% | -4.1% |
| 3M | -1.3% | +5.8% | -7.1% | -5.4% |
| 6M | +2.2% | +2.8% | -0.6% | -1.3% |
| YTD | +11.7% | -3.1% | +14.8% | +10.9% |
| 1Y | +14.3% | -11.3% | +25.5% | +19.1% |
| 3Y | +70.3% | -5.0% | +75.3% | +66.9% |
| 5Y | +82.3% | +19.2% | +63.1% | +50.7% |
| All | +253.9% | +218.8% | +35.1% | +60.8% |
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