+584.9%
XYZ vs MRSH
+261.5%
+323.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +1.9% |
| 7D | -1.1% | +1.4% | -2.5% | -2.4% |
| 30D | +11.5% | +16.5% | -5.0% | -2.9% |
| 3M | +1.8% | +10.8% | -9.0% | -7.4% |
| 6M | +21.2% | +32.1% | -10.9% | -7.9% |
| YTD | +29.9% | +14.5% | +15.5% | +11.0% |
| 1Y | +35.8% | +15.5% | +20.3% | +14.8% |
| 3Y | +62.6% | +9.3% | +53.2% | +35.8% |
| 5Y | -62.8% | +35.1% | -97.9% | -74.7% |
| All | +584.9% | +261.5% | +323.4% | +90.9% |
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