+24.5%
ALAB vs MRSH
+20.0%
+4.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | +0.8% |
| 7D | -24.9% | +9.4% | -34.3% | -12.6% |
| 30D | -38.4% | +23.4% | -61.8% | -12.8% |
| 3M | -38.3% | +9.9% | -48.2% | -25.8% |
| 6M | +10.9% | +26.0% | -15.1% | +73.2% |
| YTD | +34.2% | +15.2% | +19.0% | +92.9% |
| 1Y | +24.5% | +18.4% | +6.1% | +80.5% |
| All | +24.5% | +20.0% | +4.5% | +80.5% |
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