-5.0%
MRSH vs IBN
+27.4%
-32.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -4.8% | -3.0% | -1.8% | -4.4% |
| 30D | -6.3% | -1.5% | -4.8% | -6.1% |
| 3M | +5.8% | +7.9% | -2.1% | +4.9% |
| 6M | +2.8% | +8.6% | -5.8% | +1.8% |
| YTD | -3.1% | -0.6% | -2.6% | -3.1% |
| 1Y | -11.3% | -7.3% | -3.9% | -10.6% |
| 3Y | -5.0% | +26.2% | -31.2% | -5.3% |
| All | -5.0% | +27.4% | -32.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling