+93.1%
ACN vs MRSH
+218.8%
-125.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | -1.5% | -4.8% | +3.2% | +2.0% |
| 30D | +2.1% | -6.3% | +8.4% | +7.1% |
| 3M | +11.1% | +5.8% | +5.3% | +7.5% |
| 6M | -6.8% | +2.8% | -9.6% | -8.3% |
| YTD | -30.0% | -3.1% | -26.9% | -28.6% |
| 1Y | -23.1% | -11.3% | -11.9% | -16.9% |
| 3Y | -40.4% | -5.0% | -35.4% | -40.0% |
| 5Y | -41.6% | +19.2% | -60.8% | -50.6% |
| All | +93.1% | +218.8% | -125.8% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling