+211.7%
MRSH vs IT
+103.1%
+108.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.5% | -1.6% |
| 7D | -4.8% | -3.7% | -1.1% | -3.9% |
| 30D | -6.3% | +0.1% | -6.4% | -6.6% |
| 3M | +5.8% | +20.7% | -14.9% | -0.8% |
| 6M | +2.8% | +12.0% | -9.2% | -2.3% |
| YTD | -3.1% | -28.8% | +25.7% | +3.0% |
| 1Y | -11.3% | -25.5% | +14.3% | -7.5% |
| 3Y | -5.0% | -48.8% | +43.8% | +6.8% |
| 5Y | +19.2% | -42.7% | +61.9% | +26.5% |
| All | +211.7% | +103.1% | +108.6% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling