-32.6%
AAL vs MRSH
+18.2%
-50.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.4% |
| 7D | -0.9% | -4.8% | +3.8% | +1.7% |
| 30D | -12.9% | -6.3% | -6.5% | -9.8% |
| 3M | -11.2% | +5.8% | -17.0% | -14.6% |
| 6M | +17.8% | +2.8% | +15.1% | +14.0% |
| YTD | -15.1% | -3.1% | -12.0% | -15.1% |
| 1Y | +0.5% | -11.3% | +11.7% | +6.5% |
| 3Y | -7.7% | -5.0% | -2.7% | -9.8% |
| All | -32.6% | +18.2% | -50.8% | -49.4% |
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