+804.2%
IWM vs MRSH
+505.3%
+298.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.4% | +1.0% |
| 7D | +1.4% | -3.8% | +5.2% | +3.4% |
| 30D | -2.3% | -5.8% | +3.5% | +0.6% |
| 3M | +4.0% | +11.7% | -7.7% | -2.7% |
| 6M | +17.9% | -0.3% | +18.3% | +16.1% |
| YTD | +20.2% | -1.1% | +21.3% | +18.1% |
| 1Y | +25.0% | -9.5% | +34.4% | +28.0% |
| 3Y | +66.0% | -2.6% | +68.6% | +61.4% |
| 5Y | +40.0% | +22.7% | +17.3% | +19.8% |
| 10Y | +166.9% | +214.6% | -47.7% | +38.9% |
| All | +804.2% | +505.3% | +298.8% | +201.7% |
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