+20.2%
MRSH vs IOVA
-62.2%
+82.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.3% |
| 7D | -4.8% | -2.2% | -2.6% | -4.7% |
| 30D | -6.3% | +27.6% | -33.9% | -6.8% |
| 3M | +5.8% | +117.2% | -111.4% | +4.0% |
| 6M | +2.8% | +77.7% | -74.9% | +1.3% |
| YTD | -3.1% | +215.0% | -218.1% | -5.8% |
| 1Y | -11.3% | +255.4% | -266.6% | -14.1% |
| 3Y | -5.0% | +42.6% | -47.6% | -8.7% |
| All | +20.2% | -62.2% | +82.4% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 5y: compounded portfolio wealth divided by compounded IOVA 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…
5y analysis · Full analysis span regression · 6 months rolling