+32.1%
MRSH vs URI
+18.9%
+13.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +0.8% |
| 7D | +1.4% | +6.7% | -5.3% | +2.5% |
| 30D | +16.5% | +8.9% | +7.6% | +18.1% |
| 3M | +10.8% | +0.5% | +10.2% | +10.4% |
| 6M | +32.1% | +20.7% | +11.4% | +38.8% |
| All | +32.1% | +18.9% | +13.2% | +38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling