+20.2%
MRSH vs HRB
+114.1%
-93.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -4.8% | -8.0% | +3.3% | -3.2% |
| 30D | -6.3% | -16.0% | +9.6% | -3.1% |
| 3M | +5.8% | +26.9% | -21.1% | +0.5% |
| 6M | +2.8% | +51.1% | -48.3% | -6.0% |
| YTD | -3.1% | +7.1% | -10.2% | -5.5% |
| 1Y | -11.3% | -9.6% | -1.6% | -10.7% |
| 3Y | -5.0% | +25.4% | -30.4% | -11.5% |
| All | +20.2% | +114.1% | -93.9% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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