+211.7%
MRSH vs ROP
+135.6%
+76.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | -4.6% | -0.1% | -2.4% |
| 30D | -6.3% | -1.7% | -4.6% | -5.5% |
| 3M | +5.8% | +17.1% | -11.3% | -2.8% |
| 6M | +2.8% | +10.9% | -8.1% | -2.9% |
| YTD | -3.1% | -12.1% | +9.0% | +2.6% |
| 1Y | -11.3% | -24.2% | +13.0% | +1.4% |
| 3Y | -5.0% | -20.4% | +15.4% | +4.2% |
| 5Y | +19.2% | -15.4% | +34.6% | +25.2% |
| All | +211.7% | +135.6% | +76.0% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling