+211.7%
MRSH vs IAG
+427.6%
-215.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.2% |
| 7D | -4.8% | -1.1% | -3.7% | -4.7% |
| 30D | -6.3% | +12.1% | -18.4% | -6.5% |
| 3M | +5.8% | +25.5% | -19.7% | +5.4% |
| 6M | +2.8% | -7.1% | +9.9% | +2.9% |
| YTD | -3.1% | +22.9% | -26.0% | -3.8% |
| 1Y | -11.3% | +83.3% | -94.6% | -13.0% |
| 3Y | -5.0% | +808.5% | -813.5% | -11.9% |
| 5Y | +19.2% | +838.0% | -818.8% | +8.7% |
| All | +211.7% | +427.6% | -215.9% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling