+163.1%
RTX vs MRSH
+18.2%
+144.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.5% | -4.8% | +3.2% | +0.1% |
| 30D | -11.0% | -6.3% | -4.6% | -9.0% |
| 3M | +7.7% | +5.8% | +1.9% | +5.1% |
| 6M | -3.9% | +2.8% | -6.7% | -5.6% |
| YTD | +9.0% | -3.1% | +12.1% | +9.1% |
| 1Y | +27.3% | -11.3% | +38.5% | +31.8% |
| 3Y | +172.9% | -5.0% | +177.9% | +171.0% |
| All | +163.1% | +18.2% | +144.9% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling