+492.2%
MRSH vs IJH
+1,054.0%
-561.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.8% |
| 7D | -4.8% | -1.9% | -2.9% | -3.5% |
| 30D | -6.3% | -4.6% | -1.7% | -3.2% |
| 3M | +5.8% | -1.2% | +7.0% | +6.3% |
| 6M | +2.8% | +9.4% | -6.6% | -4.5% |
| YTD | -3.1% | +13.3% | -16.5% | -12.5% |
| 1Y | -11.3% | +13.4% | -24.7% | -20.1% |
| 3Y | -5.0% | +50.4% | -55.4% | -32.3% |
| 5Y | +19.2% | +49.0% | -29.8% | -15.7% |
| 10Y | +217.4% | +182.6% | +34.8% | +32.1% |
| All | +492.2% | +1,054.0% | -561.8% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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