+788.5%
XLK vs MRSH
+218.8%
+569.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | -4.8% | +5.0% | +2.7% |
| 30D | -0.6% | -6.3% | +5.7% | +2.6% |
| 3M | +2.6% | +5.8% | -3.2% | -2.2% |
| 6M | +34.0% | +2.8% | +31.2% | +28.4% |
| YTD | +30.7% | -3.1% | +33.8% | +28.6% |
| 1Y | +39.2% | -11.3% | +50.5% | +43.8% |
| 3Y | +120.4% | -5.0% | +125.4% | +111.3% |
| 5Y | +148.8% | +19.2% | +129.6% | +100.9% |
| All | +788.5% | +218.8% | +569.6% | +313.8% |
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