+4.7%
IYR vs MRSH
-9.2%
+14.0%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.4% | -4.8% | +3.4% | -0.7% |
| 30D | -2.7% | -6.3% | +3.7% | -1.8% |
| 3M | -2.1% | +5.8% | -7.9% | -2.8% |
| 6M | +3.6% | +2.8% | +0.8% | +2.9% |
| YTD | +8.1% | -3.1% | +11.3% | +8.0% |
| 1Y | +4.7% | -11.3% | +16.0% | +4.0% |
| All | +4.7% | -9.2% | +14.0% | +4.0% |
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