+689.7%
IYR vs MRSH
+512.0%
+177.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.4% | -4.8% | +3.4% | +1.1% |
| 30D | -2.7% | -6.3% | +3.7% | +0.5% |
| 3M | -2.1% | +5.8% | -7.9% | -5.4% |
| 6M | +3.6% | +2.8% | +0.8% | +0.9% |
| YTD | +8.1% | -3.1% | +11.3% | +8.0% |
| 1Y | +4.7% | -11.3% | +16.0% | +9.0% |
| 3Y | +29.1% | -5.0% | +34.1% | +28.4% |
| 5Y | +6.9% | +19.2% | -12.3% | -6.0% |
| 10Y | +69.0% | +217.4% | -148.4% | -10.7% |
| All | +689.7% | +512.0% | +177.6% | +153.1% |
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 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