+211.7%
MRSH vs RRX
+228.4%
-16.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.9% |
| 7D | -4.8% | -0.3% | -4.4% | -4.7% |
| 30D | -6.3% | -6.1% | -0.2% | -5.4% |
| 3M | +5.8% | -23.1% | +28.9% | +9.4% |
| 6M | +2.8% | -19.5% | +22.3% | +4.0% |
| YTD | -3.1% | +16.1% | -19.2% | -10.6% |
| 1Y | -11.3% | +12.9% | -24.2% | -18.1% |
| 3Y | -5.0% | +7.9% | -12.9% | -15.5% |
| 5Y | +19.2% | +19.1% | +0.1% | -0.9% |
| All | +211.7% | +228.4% | -16.7% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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