+20.2%
MRSH vs RRX
+17.8%
+2.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.5% |
| 7D | -4.8% | -0.3% | -4.4% | -4.7% |
| 30D | -6.3% | -6.1% | -0.2% | -6.0% |
| 3M | +5.8% | -23.1% | +28.9% | +7.2% |
| 6M | +2.8% | -19.5% | +22.3% | +3.0% |
| YTD | -3.1% | +16.1% | -19.2% | -7.9% |
| 1Y | -11.3% | +12.9% | -24.2% | -15.7% |
| 3Y | -5.0% | +7.9% | -12.9% | -10.8% |
| All | +20.2% | +17.8% | +2.4% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling