+20.4%
MRSH vs ROL
-5.6%
+26.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -5.9% | -3.2% | -2.7% | -4.9% |
| 30D | -7.3% | -6.6% | -0.7% | -5.1% |
| 3M | +6.7% | -27.3% | +34.0% | +18.5% |
| 6M | +3.0% | -38.1% | +41.1% | +20.6% |
| YTD | -2.9% | -41.8% | +38.9% | +15.6% |
| 1Y | -9.0% | -37.8% | +28.8% | +5.5% |
| 3Y | -4.3% | -0.3% | -4.0% | -7.4% |
| All | +20.4% | -5.6% | +26.0% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling