-4.8%
MRSH vs ROL
-1.4%
-3.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -5.9% | -3.2% | -2.7% | -5.0% |
| 30D | -7.3% | -6.6% | -0.7% | -5.5% |
| 3M | +6.7% | -27.3% | +34.0% | +16.3% |
| 6M | +3.0% | -38.1% | +41.1% | +17.1% |
| YTD | -2.9% | -41.8% | +38.9% | +11.7% |
| 1Y | -9.0% | -37.8% | +28.8% | +2.5% |
| All | -4.8% | -1.4% | -3.4% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 3y: compounded portfolio wealth divided by compounded ROL 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…
3y analysis · Full analysis span regression · 6 months rolling