+579.6%
MRSH vs IBN
+1,454.8%
-875.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.3% |
| 7D | -5.9% | -5.5% | -0.5% | -5.1% |
| 30D | -7.3% | -3.4% | -3.9% | -6.8% |
| 3M | +6.7% | +8.7% | -2.0% | +5.2% |
| 6M | +3.0% | +3.7% | -0.7% | +2.2% |
| YTD | -2.9% | -2.4% | -0.5% | -2.8% |
| 1Y | -9.0% | -8.1% | -0.9% | -8.0% |
| 3Y | -4.3% | +26.3% | -30.6% | -8.8% |
| 5Y | +19.4% | +54.9% | -35.5% | +9.6% |
| 10Y | +218.1% | +311.8% | -93.7% | +140.8% |
| All | +579.6% | +1,454.8% | -875.2% | +307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling