-5.0%
MRSH vs RL
+202.0%
-207.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -4.8% | -3.4% | -1.3% | -4.6% |
| 30D | -6.3% | -14.4% | +8.1% | -5.7% |
| 3M | +5.8% | -13.6% | +19.4% | +6.5% |
| 6M | +2.8% | +0.6% | +2.2% | +2.5% |
| YTD | -3.1% | -3.6% | +0.5% | -3.2% |
| 1Y | -11.3% | +8.3% | -19.6% | -12.0% |
| 3Y | -5.0% | +204.8% | -209.8% | -10.0% |
| All | -5.0% | +202.0% | -207.0% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling