+557.0%
MRSH vs IEF
+126.7%
+430.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | -0.3% |
| 7D | -5.9% | -1.2% | -4.7% | -6.7% |
| 30D | -7.3% | -1.5% | -5.8% | -8.3% |
| 3M | +6.7% | -1.7% | +8.3% | +5.4% |
| 6M | +3.0% | -3.5% | +6.5% | +0.4% |
| YTD | -2.9% | -2.6% | -0.3% | -4.7% |
| 1Y | -9.0% | -2.4% | -6.6% | -10.5% |
| 3Y | -4.3% | +8.9% | -13.2% | +2.1% |
| 5Y | +19.4% | -9.2% | +28.7% | +6.4% |
| 10Y | +218.1% | +3.9% | +214.2% | +229.1% |
| All | +557.0% | +126.7% | +430.3% | +1,743.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling