+2,295.4%
MRSH vs IRM
+9,623.5%
-7,328.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | -5.9% | -1.8% | -4.1% | -5.5% |
| 30D | -7.3% | -7.8% | +0.5% | -5.6% |
| 3M | +6.7% | -7.9% | +14.5% | +8.2% |
| 6M | +3.0% | +6.3% | -3.3% | +0.3% |
| YTD | -2.9% | +38.2% | -41.1% | -11.8% |
| 1Y | -9.0% | +19.8% | -28.8% | -14.7% |
| 3Y | -4.3% | +98.8% | -103.1% | -22.9% |
| 5Y | +19.4% | +191.8% | -172.3% | -13.7% |
| 10Y | +218.1% | +428.8% | -210.7% | +90.2% |
| All | +2,295.4% | +9,623.5% | -7,328.1% | +760.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling