+928.7%
MRSH vs IOVA
-91.7%
+1,020.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | -3.8% | +5.1% | -8.8% | -3.8% |
| 30D | -5.8% | +37.2% | -43.0% | -6.2% |
| 3M | +11.7% | +117.5% | -105.8% | +10.6% |
| 6M | -0.3% | +69.6% | -69.9% | -1.2% |
| YTD | -1.1% | +218.7% | -219.8% | -2.8% |
| 1Y | -9.5% | +265.5% | -275.0% | -11.2% |
| 3Y | -2.6% | +46.2% | -48.8% | -4.5% |
| 5Y | +22.7% | -63.2% | +86.0% | +21.1% |
| 10Y | +214.6% | +6.1% | +208.5% | +206.5% |
| All | +928.7% | -91.7% | +1,020.4% | +881.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling