-42.2%
RIG vs MRSH
+218.8%
-261.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -3.1% | -4.8% | +1.7% | +0.4% |
| 30D | -0.5% | -6.3% | +5.8% | +4.1% |
| 3M | -6.0% | +5.8% | -11.8% | -11.5% |
| 6M | -10.1% | +2.8% | -12.9% | -14.4% |
| YTD | +37.3% | -3.1% | +40.4% | +35.1% |
| 1Y | +73.9% | -11.3% | +85.2% | +82.5% |
| 3Y | -30.2% | -5.0% | -25.2% | -34.9% |
| 5Y | +62.5% | +19.2% | +43.3% | +15.3% |
| All | -42.2% | +218.8% | -261.0% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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