+3,263.4%
MRSH vs IFF
+825.7%
+2,437.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -4.8% | -3.2% | -1.6% | -3.7% |
| 30D | -6.3% | -0.3% | -6.0% | -6.2% |
| 3M | +5.8% | +8.4% | -2.6% | +2.7% |
| 6M | +2.8% | +23.0% | -20.2% | -5.8% |
| YTD | -3.1% | +25.5% | -28.6% | -12.3% |
| 1Y | -11.3% | +29.1% | -40.3% | -20.7% |
| 3Y | -5.0% | +31.7% | -36.6% | -18.2% |
| 5Y | +19.2% | -35.2% | +54.4% | +27.7% |
| 10Y | +217.4% | -20.7% | +238.1% | +196.0% |
| All | +3,263.4% | +825.7% | +2,437.7% | +985.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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