+760.2%
IVV vs MRSH
+608.6%
+151.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | +2.6% | +1.4% | +1.1% | +1.9% |
| 30D | -2.0% | +16.5% | -18.5% | -9.0% |
| 3M | -2.8% | +10.8% | -13.5% | -7.7% |
| 6M | +2.2% | +32.1% | -29.9% | -11.6% |
| YTD | +11.5% | +14.5% | -2.9% | +2.2% |
| 1Y | +13.5% | +15.5% | -2.0% | +3.5% |
| 3Y | +78.1% | +9.3% | +68.7% | +64.2% |
| 5Y | +73.1% | +35.1% | +38.0% | +43.5% |
| 10Y | +310.4% | +263.2% | +47.3% | +111.9% |
| All | +760.2% | +608.6% | +151.6% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling