+18.4%
MRSH vs RIO
+29.3%
-10.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.3% | +4.0% |
| 7D | +9.4% | -1.6% | +11.0% | +9.0% |
| 30D | +23.4% | -11.6% | +35.0% | +20.7% |
| 3M | +9.9% | -12.7% | +22.6% | +7.4% |
| 6M | +26.0% | -12.4% | +38.4% | +24.0% |
| YTD | +15.2% | +11.0% | +4.2% | +15.3% |
| 1Y | +18.4% | +30.8% | -12.4% | +18.3% |
| All | +18.4% | +29.3% | -10.9% | +18.3% |
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