+3,263.4%
MRSH vs HRB
+3,080.2%
+183.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -4.8% | -8.0% | +3.3% | -2.8% |
| 30D | -6.3% | -16.0% | +9.6% | -2.3% |
| 3M | +5.8% | +26.9% | -21.1% | -0.8% |
| 6M | +2.8% | +51.1% | -48.3% | -8.6% |
| YTD | -3.1% | +7.1% | -10.2% | -6.6% |
| 1Y | -11.3% | -9.6% | -1.6% | -10.9% |
| 3Y | -5.0% | +25.4% | -30.4% | -13.7% |
| 5Y | +19.2% | +114.9% | -95.7% | -7.8% |
| 10Y | +217.4% | +206.4% | +10.9% | +104.3% |
| All | +3,263.4% | +3,080.2% | +183.2% | +825.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling