+211.7%
MRSH vs IWD
+203.8%
+7.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.9% |
| 7D | -4.8% | -0.8% | -4.0% | -4.1% |
| 30D | -6.3% | -0.8% | -5.5% | -5.7% |
| 3M | +5.8% | +6.9% | -1.1% | +0.3% |
| 6M | +2.8% | +18.3% | -15.5% | -10.5% |
| YTD | -3.1% | +22.4% | -25.5% | -18.0% |
| 1Y | -11.3% | +27.4% | -38.7% | -27.3% |
| 3Y | -5.0% | +71.2% | -76.1% | -39.6% |
| 5Y | +19.2% | +75.7% | -56.5% | -25.8% |
| All | +211.7% | +203.8% | +7.9% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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