-5.0%
MRSH vs TROW
+11.3%
-16.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -4.8% | -3.2% | -1.6% | -4.3% |
| 30D | -6.3% | -4.6% | -1.7% | -5.6% |
| 3M | +5.8% | -0.7% | +6.5% | +5.8% |
| 6M | +2.8% | +22.2% | -19.4% | -0.6% |
| YTD | -3.1% | +6.6% | -9.7% | -4.4% |
| 1Y | -11.3% | +5.8% | -17.1% | -12.4% |
| 3Y | -5.0% | +11.6% | -16.6% | -6.8% |
| All | -5.0% | +11.3% | -16.3% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling