-4.7%
MRSH vs IRE
-85.3%
+80.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.8% | +8.1% | 0.0% |
| 7D | -5.9% | +7.9% | -13.9% | -5.6% |
| 30D | -7.3% | +9.3% | -16.6% | -6.6% |
| 3M | +6.7% | -52.3% | +59.0% | +7.0% |
| 6M | +3.0% | -38.5% | +41.5% | +4.8% |
| YTD | -2.9% | -54.8% | +51.9% | -1.4% |
| All | -4.7% | -85.3% | +80.6% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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