+20.2%
MRSH vs IAG
+820.9%
-800.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.4% |
| 3M | +5.8% | +25.5% | -19.7% | +5.5% |
| 6M | +2.8% | -7.1% | +9.9% | +3.1% |
| YTD | -3.1% | +22.9% | -26.0% | -3.9% |
| 1Y | -11.3% | +83.3% | -94.6% | -13.6% |
| 3Y | -5.0% | +808.5% | -813.5% | -15.5% |
| All | +20.2% | +820.9% | -800.7% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling