+20.2%
MRSH vs RMBS
+265.4%
-245.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -4.8% | +1.8% | -6.5% | -4.8% |
| 30D | -6.3% | -13.9% | +7.6% | -6.2% |
| 3M | +5.8% | -39.8% | +45.6% | +6.7% |
| 6M | +2.8% | -6.0% | +8.8% | +0.9% |
| YTD | -3.1% | -5.4% | +2.2% | -5.5% |
| 1Y | -11.3% | -1.8% | -9.4% | -14.3% |
| 3Y | -5.0% | +53.7% | -58.6% | -16.1% |
| All | +20.2% | +265.4% | -245.2% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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