+18.4%
MRSH vs ROP
+10.1%
+8.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.9% | -0.6% | +1.4% |
| 7D | +9.4% | +11.7% | -2.3% | +3.7% |
| 30D | +23.4% | +35.5% | -12.0% | +6.7% |
| 3M | +9.9% | +25.3% | -15.4% | -1.6% |
| 6M | +26.0% | +38.9% | -12.9% | +7.2% |
| YTD | +15.2% | +11.4% | +3.8% | +2.5% |
| 1Y | +18.4% | +10.3% | +8.1% | +5.6% |
| All | +18.4% | +10.1% | +8.3% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling