+3,263.4%
MRSH vs ITW
+9,520.7%
-6,257.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -4.8% | -0.7% | -4.0% | -4.5% |
| 30D | -6.3% | -8.3% | +2.0% | -2.9% |
| 3M | +5.8% | +6.0% | -0.2% | +3.1% |
| 6M | +2.8% | 0.0% | +2.8% | +2.2% |
| YTD | -3.1% | +10.2% | -13.3% | -7.7% |
| 1Y | -11.3% | +3.2% | -14.5% | -13.2% |
| 3Y | -5.0% | +21.0% | -25.9% | -14.1% |
| 5Y | +19.2% | +37.9% | -18.7% | +1.1% |
| 10Y | +217.4% | +193.2% | +24.2% | +92.2% |
| All | +3,263.4% | +9,520.7% | -6,257.3% | +582.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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