+34.3%
IR vs MRSH
+19.1%
+15.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.8% |
| 7D | -3.1% | -5.9% | +2.9% | +0.1% |
| 30D | -14.0% | -7.3% | -6.7% | -10.6% |
| 3M | +3.7% | +6.7% | -2.9% | -0.5% |
| 6M | -15.4% | +3.0% | -18.4% | -17.9% |
| YTD | -7.7% | -2.9% | -4.8% | -7.5% |
| 1Y | -8.8% | -9.0% | +0.2% | -5.4% |
| 3Y | +5.6% | -4.3% | +9.9% | +2.7% |
| 5Y | +34.3% | +19.4% | +14.9% | +7.6% |
| All | +34.3% | +19.1% | +15.2% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling