+616.1%
MRSH vs INDA
+107.4%
+508.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.7% |
| 7D | -5.9% | -3.6% | -2.3% | -4.6% |
| 30D | -7.3% | -4.0% | -3.3% | -5.9% |
| 3M | +6.7% | +1.7% | +5.0% | +5.9% |
| 6M | +3.0% | -3.6% | +6.6% | +4.0% |
| YTD | -2.9% | -11.0% | +8.1% | +1.0% |
| 1Y | -9.0% | -9.5% | +0.5% | -6.1% |
| 3Y | -4.3% | +7.6% | -11.9% | -8.6% |
| 5Y | +19.4% | +4.8% | +14.7% | +14.9% |
| 10Y | +218.1% | +82.3% | +135.8% | +139.7% |
| All | +616.1% | +107.4% | +508.7% | +410.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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