-8.0%
MRSH vs RIO
+73.7%
-81.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.4% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -3.0% | +4.0% | -7.0% | -2.3% |
| 3M | +15.8% | +0.1% | +15.7% | +16.9% |
| 6M | +1.6% | +12.7% | -11.1% | +4.2% |
| YTD | +1.7% | +35.6% | -33.8% | +6.6% |
| 1Y | -8.0% | +73.7% | -81.7% | -0.5% |
| All | -8.0% | +73.7% | -81.8% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling