+3,120.1%
MRSH vs ROP
+24,458.1%
-21,338.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -5.9% | -6.1% | +0.3% | -4.3% |
| 30D | -7.3% | -3.4% | -4.0% | -6.5% |
| 3M | +7.4% | +16.7% | -9.2% | +3.3% |
| 6M | -0.7% | +8.1% | -8.7% | -2.6% |
| YTD | -3.2% | -11.7% | +8.5% | -0.4% |
| 1Y | -10.6% | -24.2% | +13.6% | -4.5% |
| 3Y | -4.6% | -19.0% | +14.4% | -0.1% |
| 5Y | +19.3% | -15.9% | +35.1% | +23.8% |
| 10Y | +217.3% | +135.7% | +81.6% | +159.9% |
| All | +3,120.1% | +24,458.1% | -21,338.0% | +1,589.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling