+20.4%
MRSH vs RVTY
-34.9%
+55.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | -5.9% | -7.4% | +1.5% | -4.7% |
| 30D | -7.3% | +4.5% | -11.8% | -8.0% |
| 3M | +6.7% | +19.5% | -12.8% | +3.3% |
| 6M | +3.0% | +34.1% | -31.1% | -2.8% |
| YTD | -2.9% | +25.3% | -28.2% | -7.6% |
| 1Y | -9.0% | +47.0% | -56.0% | -16.6% |
| 3Y | -4.3% | +14.1% | -18.4% | -9.7% |
| All | +20.4% | -34.9% | +55.4% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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