+69.2%
MRSH vs ROIV
+295.0%
-225.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +18.8% | -21.6% | -3.5% |
| 7D | -3.8% | +20.2% | -23.9% | -4.5% |
| 30D | -5.8% | +14.1% | -20.0% | -6.3% |
| 3M | +11.7% | +45.6% | -33.9% | +9.9% |
| 6M | -0.3% | +44.1% | -44.5% | -2.0% |
| YTD | -1.1% | +91.2% | -92.3% | -4.3% |
| 1Y | -9.5% | +221.3% | -230.8% | -14.9% |
| 3Y | -2.6% | +229.2% | -231.8% | -9.2% |
| 5Y | +22.7% | +316.5% | -293.7% | +8.6% |
| All | +69.2% | +295.0% | -225.8% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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