-28.9%
AAL vs MRSH
+850.2%
-879.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +2.2% |
| 7D | -1.3% | -5.9% | +4.6% | +4.4% |
| 30D | -13.7% | -7.3% | -6.4% | -7.5% |
| 3M | -8.2% | +7.4% | -15.6% | -15.5% |
| 6M | +13.1% | -0.7% | +13.8% | +9.7% |
| YTD | -15.6% | -3.2% | -12.4% | -16.9% |
| 1Y | +1.4% | -10.6% | +12.0% | +7.1% |
| 3Y | -7.4% | -4.6% | -2.9% | -11.6% |
| 5Y | -35.9% | +19.3% | -55.2% | -52.1% |
| 10Y | -65.1% | +217.3% | -282.4% | -91.0% |
| All | -28.9% | +850.2% | -879.1% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling