+20.2%
MRSH vs IWD
+74.6%
-54.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.9% |
| 7D | -4.8% | -0.8% | -4.0% | -4.2% |
| 30D | -6.3% | -0.8% | -5.5% | -5.7% |
| 3M | +5.8% | +6.9% | -1.1% | +0.7% |
| 6M | +2.8% | +18.3% | -15.5% | -9.8% |
| YTD | -3.1% | +22.4% | -25.5% | -17.4% |
| 1Y | -11.3% | +27.4% | -38.7% | -26.8% |
| 3Y | -5.0% | +71.2% | -76.1% | -39.7% |
| All | +20.2% | +74.6% | -54.4% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling