+211.7%
MRSH vs TROW
+130.0%
+81.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -4.8% | -3.2% | -1.6% | -3.7% |
| 30D | -6.3% | -4.6% | -1.7% | -4.8% |
| 3M | +5.8% | -0.7% | +6.5% | +5.7% |
| 6M | +2.8% | +22.2% | -19.4% | -4.5% |
| YTD | -3.1% | +6.6% | -9.7% | -6.0% |
| 1Y | -11.3% | +5.8% | -17.1% | -13.8% |
| 3Y | -5.0% | +11.6% | -16.6% | -11.9% |
| 5Y | +19.2% | -38.9% | +58.1% | +35.7% |
| All | +211.7% | +130.0% | +81.6% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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