+217.3%
MRSH vs IP
+15.7%
+201.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.1% | +3.0% | -0.8% |
| 7D | -5.9% | -4.6% | -1.3% | -4.8% |
| 30D | -7.3% | -15.3% | +7.9% | -3.7% |
| 3M | +7.4% | +2.7% | +4.8% | +6.0% |
| 6M | -0.7% | -7.4% | +6.7% | -0.2% |
| YTD | -3.2% | -8.8% | +5.7% | -3.0% |
| 1Y | -10.6% | -22.4% | +11.8% | -7.0% |
| 3Y | -4.6% | +14.2% | -18.8% | -15.5% |
| 5Y | +19.3% | -21.8% | +41.1% | +18.2% |
| 10Y | +217.3% | +18.3% | +199.0% | +147.0% |
| All | +217.3% | +15.7% | +201.5% | +147.0% |
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