-4.9%
MRSH vs IRE
-84.0%
+79.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.8% | +4.8% | -2.3% |
| 7D | -5.9% | +29.0% | -34.9% | -4.9% |
| 30D | -7.3% | +24.2% | -31.5% | -6.2% |
| 3M | +7.4% | -53.2% | +60.6% | +7.8% |
| 6M | -0.7% | -36.0% | +35.4% | +1.2% |
| YTD | -3.2% | -51.0% | +47.9% | -1.4% |
| All | -4.9% | -84.0% | +79.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling