+12.4%
MRSH vs IRE
-98.1%
+110.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -14.4% | +15.4% | +0.4% |
| 7D | +1.4% | -31.8% | +33.3% | +0.1% |
| 30D | +16.5% | -71.8% | +88.2% | +12.6% |
| 3M | +10.8% | -88.9% | +99.7% | +4.4% |
| 6M | +32.1% | -95.4% | +127.4% | +24.7% |
| YTD | +14.5% | -94.2% | +108.7% | +9.6% |
| 1Y | +15.5% | -97.1% | +112.6% | +10.0% |
| All | +12.4% | -98.1% | +110.5% | +6.7% |
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