+260.4%
MRSH vs IP
+19.1%
+241.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | -1.8% | -0.9% | -0.9% | -1.6% |
| 30D | +16.2% | +6.7% | +9.5% | +14.4% |
| 3M | +9.5% | -16.6% | +26.1% | +14.0% |
| 6M | +27.3% | +6.0% | +21.4% | +24.3% |
| YTD | +13.3% | -10.7% | +24.0% | +13.8% |
| 1Y | +15.0% | -6.7% | +21.7% | +14.0% |
| 3Y | +8.1% | +17.1% | -9.0% | -5.4% |
| 5Y | +33.7% | -14.6% | +48.3% | +28.3% |
| All | +260.4% | +19.1% | +241.3% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling