+211.7%
MRSH vs URI
+1,233.9%
-1,022.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | -2.1% | -2.7% | -4.4% |
| 30D | -6.3% | -12.4% | +6.1% | -4.2% |
| 3M | +5.8% | -7.3% | +13.1% | +6.7% |
| 6M | +2.8% | +27.2% | -24.4% | -3.3% |
| YTD | -3.1% | +23.0% | -26.1% | -8.9% |
| 1Y | -11.3% | +3.9% | -15.2% | -13.8% |
| 3Y | -5.0% | +121.6% | -126.6% | -24.5% |
| 5Y | +19.2% | +201.1% | -181.9% | -14.4% |
| All | +211.7% | +1,233.9% | -1,022.2% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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