+261.9%
MRSH vs IP
+31.6%
+230.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.9% |
| 7D | -0.5% | -3.0% | +2.5% | +0.2% |
| 30D | +16.3% | +10.6% | +5.7% | +13.5% |
| 3M | +7.3% | -13.6% | +20.8% | +10.7% |
| 6M | +26.6% | +10.4% | +16.2% | +22.4% |
| YTD | +12.6% | -6.5% | +19.1% | +11.9% |
| 1Y | +16.0% | -2.1% | +18.1% | +13.7% |
| 3Y | +8.8% | +22.0% | -13.2% | -5.6% |
| 5Y | +34.3% | -9.7% | +44.0% | +27.1% |
| 10Y | +261.9% | +26.8% | +235.0% | +185.9% |
| All | +261.9% | +31.6% | +230.2% | +185.9% |
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