-10.6%
ADSK vs MRSH
+17.6%
-28.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | +11.3% | +6.3% | +5.1% | +7.3% |
| 30D | +16.4% | +21.9% | -5.6% | +3.5% |
| 3M | +12.1% | +9.4% | +2.8% | +5.9% |
| 6M | +7.9% | +25.9% | -18.0% | -4.6% |
| YTD | -9.1% | +14.7% | -23.8% | -17.9% |
| 1Y | -10.6% | +19.3% | -29.8% | -20.7% |
| All | -10.6% | +17.6% | -28.2% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling