+459.6%
MRSH vs IBB
+546.5%
-86.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -1.9% |
| 7D | -3.8% | -1.7% | -2.1% | -3.0% |
| 30D | -5.8% | +4.9% | -10.7% | -8.0% |
| 3M | +11.7% | +24.2% | -12.5% | +1.1% |
| 6M | -0.3% | +23.8% | -24.2% | -10.1% |
| YTD | -1.1% | +23.0% | -24.1% | -10.9% |
| 1Y | -9.5% | +46.2% | -55.6% | -24.7% |
| 3Y | -2.6% | +64.8% | -67.4% | -24.7% |
| 5Y | +22.7% | +20.9% | +1.8% | +8.0% |
| 10Y | +214.6% | +121.6% | +93.0% | +100.4% |
| All | +459.6% | +546.5% | -86.9% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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