+19.4%
MRSH vs RBA
+36.6%
-17.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | -5.9% | -3.3% | -2.6% | -5.4% |
| 30D | -7.3% | -9.8% | +2.5% | -5.6% |
| 3M | +6.7% | -23.5% | +30.1% | +11.3% |
| 6M | +3.0% | -21.5% | +24.5% | +6.8% |
| YTD | -2.9% | -21.2% | +18.3% | +0.2% |
| 1Y | -9.0% | -30.2% | +21.2% | -3.8% |
| 3Y | -4.3% | +25.3% | -29.6% | -10.4% |
| 5Y | +19.4% | +35.1% | -15.7% | +5.2% |
| All | +19.4% | +36.6% | -17.1% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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