+138.3%
ADI vs MRSH
+18.2%
+120.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +4.6% | -4.8% | +9.3% | +6.1% |
| 30D | -1.2% | -6.3% | +5.2% | +0.8% |
| 3M | -7.8% | +5.8% | -13.6% | -10.9% |
| 6M | +19.3% | +2.8% | +16.6% | +15.8% |
| YTD | +40.9% | -3.1% | +44.0% | +40.3% |
| 1Y | +54.5% | -11.3% | +65.8% | +60.8% |
| 3Y | +123.4% | -5.0% | +128.4% | +116.7% |
| All | +138.3% | +18.2% | +120.1% | +84.0% |
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