+20.2%
MRSH vs TROW
-39.3%
+59.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -4.8% | -3.2% | -1.6% | -3.9% |
| 30D | -6.3% | -4.6% | -1.7% | -5.2% |
| 3M | +5.8% | -0.7% | +6.5% | +5.8% |
| 6M | +2.8% | +22.2% | -19.4% | -3.0% |
| YTD | -3.1% | +6.6% | -9.7% | -5.4% |
| 1Y | -11.3% | +5.8% | -17.1% | -13.2% |
| 3Y | -5.0% | +11.6% | -16.6% | -10.5% |
| All | +20.2% | -39.3% | +59.5% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling