+18.4%
MRSH vs IRM
+19.5%
-1.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.5% |
| 7D | +9.4% | +2.6% | +6.8% | +9.8% |
| 30D | +23.4% | +5.6% | +17.8% | +24.4% |
| 3M | +9.9% | -4.7% | +14.6% | +9.4% |
| 6M | +26.0% | -6.1% | +32.1% | +25.6% |
| YTD | +15.2% | +46.3% | -31.1% | +15.6% |
| 1Y | +18.4% | +18.7% | -0.3% | +21.0% |
| All | +18.4% | +19.5% | -1.0% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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