+3,263.4%
MRSH vs TROW
+13,984.0%
-10,720.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -4.8% | -3.2% | -1.6% | -3.8% |
| 30D | -6.3% | -4.6% | -1.7% | -5.0% |
| 3M | +5.8% | -0.7% | +6.5% | +5.8% |
| 6M | +2.8% | +22.2% | -19.4% | -3.8% |
| YTD | -3.1% | +6.6% | -9.7% | -5.7% |
| 1Y | -11.3% | +5.8% | -17.1% | -13.5% |
| 3Y | -5.0% | +11.6% | -16.6% | -11.0% |
| 5Y | +19.2% | -38.9% | +58.1% | +31.3% |
| 10Y | +217.4% | +128.5% | +88.8% | +125.8% |
| All | +3,263.4% | +13,984.0% | -10,720.7% | +943.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling