+12.5%
AGG vs MRSH
-4.9%
+17.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.1% | -4.8% | +3.7% | -1.0% |
| 30D | -1.1% | -6.3% | +5.2% | -1.0% |
| 3M | -1.9% | +5.8% | -7.7% | -2.1% |
| 6M | -1.7% | +2.8% | -4.5% | -1.8% |
| YTD | -1.3% | -3.1% | +1.8% | -1.2% |
| 1Y | -0.7% | -11.3% | +10.5% | -0.4% |
| 3Y | +12.5% | -5.0% | +17.4% | +13.2% |
| All | +12.5% | -4.9% | +17.4% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling