-4.8%
MRSH vs ROP
-19.1%
+14.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | -5.9% | -8.0% | +2.1% | -2.4% |
| 30D | -7.3% | -2.7% | -4.6% | -6.2% |
| 3M | +6.7% | +16.6% | -9.9% | -0.2% |
| 6M | +3.0% | +10.4% | -7.4% | -1.6% |
| YTD | -2.9% | -12.1% | +9.2% | +1.0% |
| 1Y | -9.0% | -23.6% | +14.6% | +0.2% |
| All | -4.8% | -19.1% | +14.4% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling