+211.7%
MRSH vs RNG
+222.9%
-11.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.8% | -6.1% | +1.3% | -4.2% |
| 30D | -6.3% | +9.6% | -15.9% | -7.2% |
| 3M | +5.8% | +83.3% | -77.5% | -0.5% |
| 6M | +2.8% | +77.9% | -75.2% | -3.5% |
| YTD | -3.1% | +139.9% | -143.0% | -12.1% |
| 1Y | -11.3% | +121.7% | -132.9% | -19.1% |
| 3Y | -5.0% | +121.9% | -126.8% | -15.6% |
| 5Y | +19.2% | -68.4% | +87.5% | +24.3% |
| All | +211.7% | +222.9% | -11.2% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling