+52.6%
RSP vs MRSH
-4.9%
+57.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.9% | -4.8% | +2.9% | -0.8% |
| 30D | -2.8% | -6.3% | +3.5% | -1.4% |
| 3M | +2.8% | +5.8% | -3.0% | +1.3% |
| 6M | +10.2% | +2.8% | +7.4% | +9.0% |
| YTD | +13.1% | -3.1% | +16.2% | +13.6% |
| 1Y | +14.8% | -11.3% | +26.0% | +18.7% |
| 3Y | +52.6% | -5.0% | +57.6% | +55.9% |
| All | +52.6% | -4.9% | +57.5% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling