+597.9%
XYZ vs MRSH
+219.5%
+378.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -5.2% | -5.9% | +0.8% | +0.3% |
| 30D | 0.0% | -7.3% | +7.3% | +7.1% |
| 3M | +18.7% | +6.7% | +12.0% | +10.6% |
| 6M | +20.5% | +3.0% | +17.5% | +14.3% |
| YTD | +21.5% | -2.9% | +24.4% | +20.8% |
| 1Y | +7.2% | -9.0% | +16.2% | +12.1% |
| 3Y | +49.0% | -4.3% | +53.3% | +39.9% |
| 5Y | -68.1% | +19.4% | -87.5% | -75.7% |
| All | +597.9% | +219.5% | +378.4% | +140.0% |
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