+9.1%
IR vs MRSH
+20.0%
-10.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.8% | -0.8% |
| 7D | +11.6% | +9.4% | +2.2% | +10.6% |
| 30D | +7.2% | +23.4% | -16.3% | +4.6% |
| 3M | -5.9% | +9.9% | -15.8% | -6.6% |
| 6M | +11.5% | +26.0% | -14.6% | +8.6% |
| YTD | +6.3% | +15.2% | -8.9% | +5.9% |
| 1Y | +9.1% | +18.4% | -9.3% | +7.1% |
| All | +9.1% | +20.0% | -10.9% | +7.1% |
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