+20.2%
MRSH vs RGEN
-44.2%
+64.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -4.8% | -1.4% | -3.3% | -4.6% |
| 30D | -6.3% | -0.3% | -6.0% | -6.4% |
| 3M | +5.8% | +23.9% | -18.1% | +3.4% |
| 6M | +2.8% | +38.5% | -35.7% | -0.8% |
| YTD | -3.1% | +0.8% | -3.9% | -3.8% |
| 1Y | -11.3% | +38.2% | -49.5% | -15.0% |
| 3Y | -5.0% | +1.3% | -6.3% | -8.5% |
| All | +20.2% | -44.2% | +64.4% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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