+96.2%
AGG vs MRSH
+518.8%
-422.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.1% | -4.8% | +3.7% | -1.1% |
| 30D | -1.1% | -6.3% | +5.2% | -1.2% |
| 3M | -1.9% | +5.8% | -7.7% | -1.9% |
| 6M | -1.7% | +2.8% | -4.5% | -1.7% |
| YTD | -1.3% | -3.1% | +1.8% | -1.3% |
| 1Y | -0.7% | -11.3% | +10.5% | -0.8% |
| 3Y | +12.5% | -5.0% | +17.4% | +12.5% |
| 5Y | -2.5% | +19.2% | -21.7% | -2.2% |
| 10Y | +14.2% | +217.4% | -203.1% | +16.5% |
| All | +96.2% | +518.8% | -422.6% | +102.8% |
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