+1,414.1%
MRSH vs RL
+1,349.6%
+64.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.6% |
| 7D | -3.8% | +1.9% | -5.6% | -4.2% |
| 30D | -5.8% | -12.2% | +6.4% | -3.2% |
| 3M | +11.7% | -6.6% | +18.3% | +13.0% |
| 6M | -0.3% | +3.2% | -3.5% | -2.0% |
| YTD | -1.1% | -1.3% | +0.2% | -2.1% |
| 1Y | -9.5% | +13.6% | -23.0% | -13.4% |
| 3Y | -2.6% | +210.9% | -213.4% | -28.2% |
| 5Y | +22.7% | +246.9% | -224.1% | -14.3% |
| 10Y | +214.6% | +310.1% | -95.5% | +94.8% |
| All | +1,414.1% | +1,349.6% | +64.5% | +456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling