+36,968.5%
ADI vs MRSH
+3,270.6%
+33,697.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | +1.3% | -5.9% | +7.3% | +4.4% |
| 30D | -6.0% | -7.3% | +1.3% | -2.5% |
| 3M | -7.7% | +6.7% | -14.4% | -12.2% |
| 6M | +14.0% | +3.0% | +11.0% | +9.1% |
| YTD | +34.4% | -2.9% | +37.3% | +31.9% |
| 1Y | +48.0% | -9.0% | +56.9% | +49.2% |
| 3Y | +113.3% | -4.3% | +117.6% | +107.0% |
| 5Y | +131.1% | +19.4% | +111.7% | +99.4% |
| 10Y | +628.7% | +218.1% | +410.7% | +282.0% |
| All | +36,968.5% | +3,270.6% | +33,697.9% | +6,288.1% |
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 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