+3,263.4%
MRSH vs RRX
+3,890.5%
-627.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.0% |
| 7D | -4.8% | -0.3% | -4.4% | -4.7% |
| 30D | -6.3% | -6.1% | -0.2% | -5.1% |
| 3M | +5.8% | -23.1% | +28.9% | +10.5% |
| 6M | +2.8% | -19.5% | +22.3% | +4.6% |
| YTD | -3.1% | +16.1% | -19.2% | -10.4% |
| 1Y | -11.3% | +12.9% | -24.2% | -18.0% |
| 3Y | -5.0% | +7.9% | -12.9% | -15.6% |
| 5Y | +19.2% | +19.1% | +0.1% | +1.0% |
| 10Y | +217.4% | +225.8% | -8.4% | +99.9% |
| All | +3,263.4% | +3,890.5% | -627.1% | +1,324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling