+469.8%
MRSH vs IAG
+378.9%
+90.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.2% | -2.1% |
| 7D | -5.9% | +1.7% | -7.5% | -5.9% |
| 30D | -7.3% | +11.4% | -18.8% | -7.8% |
| 3M | +7.4% | +33.0% | -25.6% | +5.8% |
| 6M | -0.7% | -6.0% | +5.3% | -0.9% |
| YTD | -3.2% | +24.6% | -27.7% | -5.0% |
| 1Y | -10.6% | +105.0% | -115.6% | -14.8% |
| 3Y | -4.6% | +837.9% | -842.5% | -17.4% |
| 5Y | +19.3% | +817.0% | -797.7% | +1.1% |
| 10Y | +217.3% | +425.3% | -208.1% | +165.0% |
| All | +469.8% | +378.9% | +90.9% | +331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling