+24.6%
MRSH vs RAM
-78.8%
+103.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +13.5% | -13.7% | +1.1% |
| 7D | -0.5% | -23.6% | +23.1% | -2.4% |
| 30D | +16.3% | -52.2% | +68.5% | +9.3% |
| 3M | +7.3% | -43.9% | +51.2% | +4.1% |
| All | +24.6% | -78.8% | +103.3% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling