+35.3%
MRSH vs IP
-12.0%
+47.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | +2.1% | -5.1% | +7.2% | +2.8% |
| 30D | +17.9% | +8.5% | +9.4% | +16.6% |
| 3M | +6.6% | -13.8% | +20.4% | +8.7% |
| 6M | +26.4% | +5.7% | +20.7% | +24.8% |
| YTD | +12.8% | -9.1% | +21.9% | +13.0% |
| 1Y | +18.5% | -0.8% | +19.4% | +16.8% |
| 3Y | +10.9% | +14.8% | -3.9% | +0.5% |
| All | +35.3% | -12.0% | +47.4% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling