+32.1%
MRSH vs LII
-30.1%
+62.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.0% |
| 7D | +1.4% | +2.9% | -1.5% | +1.4% |
| 30D | +16.5% | +0.9% | +15.6% | +16.5% |
| 3M | +10.8% | -15.5% | +26.3% | +9.2% |
| 6M | +32.1% | -30.2% | +62.3% | +27.6% |
| All | +32.1% | -30.1% | +62.2% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 6mo: compounded portfolio wealth divided by compounded LII 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…
6mo analysis · Full analysis span regression · 6 months rolling