+30.7%
IEMG vs MRSH
-9.2%
+39.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.1% |
| 7D | -1.3% | -4.8% | +3.5% | -2.8% |
| 30D | +1.9% | -6.3% | +8.2% | -0.1% |
| 3M | +1.4% | +5.8% | -4.4% | +3.4% |
| 6M | +15.2% | +2.8% | +12.4% | +17.3% |
| YTD | +23.8% | -3.1% | +26.9% | +25.2% |
| 1Y | +30.7% | -11.3% | +41.9% | +30.1% |
| All | +30.7% | -9.2% | +39.9% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling