+20.2%
MRSH vs IRM
+197.3%
-177.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.6% |
| 7D | -4.8% | -1.4% | -3.3% | -4.5% |
| 30D | -6.3% | -7.4% | +1.1% | -5.1% |
| 3M | +5.8% | -7.4% | +13.2% | +6.9% |
| 6M | +2.8% | +8.7% | -5.9% | -0.4% |
| YTD | -3.1% | +40.9% | -44.1% | -12.4% |
| 1Y | -11.3% | +20.5% | -31.8% | -16.8% |
| 3Y | -5.0% | +101.7% | -106.7% | -27.5% |
| All | +20.2% | +197.3% | -177.2% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling