-8.7%
MRSH vs IP
-19.4%
+10.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.7% |
| 7D | -3.8% | +0.1% | -3.8% | -3.8% |
| 30D | -5.8% | -11.2% | +5.4% | -5.1% |
| 3M | +11.7% | +12.3% | -0.6% | +11.1% |
| 6M | -0.3% | -5.2% | +4.9% | +0.1% |
| YTD | -1.1% | -4.0% | +2.8% | -1.9% |
| All | -8.7% | -19.4% | +10.7% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling