+411.8%
MRSH vs RNG
+302.4%
+109.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.3% |
| 7D | -5.9% | -9.6% | +3.7% | -5.0% |
| 30D | -7.3% | +8.8% | -16.1% | -8.1% |
| 3M | +6.7% | +78.6% | -72.0% | +0.4% |
| 6M | +3.0% | +70.3% | -67.3% | -3.1% |
| YTD | -2.9% | +140.3% | -143.3% | -12.3% |
| 1Y | -9.0% | +126.6% | -135.6% | -17.5% |
| 3Y | -4.3% | +120.2% | -124.5% | -15.3% |
| 5Y | +19.4% | -68.3% | +87.7% | +24.2% |
| 10Y | +218.1% | +220.6% | -2.5% | +139.6% |
| All | +411.8% | +302.4% | +109.4% | +272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling