+211.7%
MRSH vs RRC
+4.9%
+206.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -4.8% | -1.8% | -3.0% | -4.6% |
| 30D | -6.3% | +2.7% | -9.0% | -6.5% |
| 3M | +5.8% | +8.8% | -3.0% | +5.1% |
| 6M | +2.8% | -1.2% | +4.0% | +2.7% |
| YTD | -3.1% | +17.6% | -20.7% | -4.5% |
| 1Y | -11.3% | +18.4% | -29.7% | -12.7% |
| 3Y | -5.0% | +33.1% | -38.1% | -8.1% |
| 5Y | +19.2% | +148.2% | -129.0% | +7.9% |
| All | +211.7% | +4.9% | +206.8% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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