+19.3%
MRSH vs URI
+215.5%
-196.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.2% |
| 7D | -5.9% | +5.0% | -10.9% | -6.4% |
| 30D | -7.3% | -9.4% | +2.1% | -6.3% |
| 3M | +7.4% | -5.8% | +13.3% | +7.8% |
| 6M | -0.7% | +25.8% | -26.5% | -4.7% |
| YTD | -3.2% | +27.9% | -31.0% | -7.9% |
| 1Y | -10.6% | +9.7% | -20.3% | -12.9% |
| 3Y | -4.6% | +128.0% | -132.5% | -22.8% |
| 5Y | +19.3% | +212.4% | -193.1% | -16.8% |
| All | +19.3% | +215.5% | -196.2% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling