+211.7%
MRSH vs IEF
+3.8%
+207.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.3% |
| 7D | -4.8% | -1.3% | -3.4% | -5.0% |
| 30D | -6.3% | -1.7% | -4.6% | -6.7% |
| 3M | +5.8% | -2.5% | +8.3% | +5.2% |
| 6M | +2.8% | -3.3% | +6.0% | +2.1% |
| YTD | -3.1% | -2.8% | -0.3% | -3.7% |
| 1Y | -11.3% | -2.7% | -8.5% | -11.8% |
| 3Y | -5.0% | +8.9% | -13.9% | -2.5% |
| 5Y | +19.2% | -9.4% | +28.6% | +5.1% |
| All | +211.7% | +3.8% | +207.9% | +209.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling