+3,816.7%
MRSH vs IP
+331.0%
+3,485.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | +2.1% | -5.1% | +7.2% | +3.5% |
| 30D | +17.9% | +8.5% | +9.4% | +15.2% |
| 3M | +6.6% | -13.8% | +20.4% | +10.7% |
| 6M | +26.4% | +5.7% | +20.7% | +22.9% |
| YTD | +12.8% | -9.1% | +21.9% | +12.8% |
| 1Y | +18.5% | -0.8% | +19.4% | +15.4% |
| 3Y | +10.9% | +14.8% | -3.9% | -1.1% |
| 5Y | +37.5% | -11.5% | +49.0% | +30.8% |
| 10Y | +279.7% | +27.9% | +251.8% | +208.0% |
| All | +3,816.7% | +331.0% | +3,485.7% | +1,658.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling