-45.3%
ACHR vs MRSH
+63.8%
-109.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -5.4% | -5.9% | +0.5% | -2.9% |
| 30D | -19.7% | -7.3% | -12.4% | -17.1% |
| 3M | +7.9% | +6.7% | +1.3% | +3.1% |
| 6M | -13.8% | +3.0% | -16.8% | -17.0% |
| YTD | -27.5% | -2.9% | -24.6% | -28.2% |
| 1Y | -33.9% | -9.0% | -25.0% | -31.8% |
| 3Y | -20.0% | -4.3% | -15.7% | -22.9% |
| 5Y | -44.0% | +19.4% | -63.4% | -56.9% |
| All | -45.3% | +63.8% | -109.2% | -66.4% |
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 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