+369.5%
ALAB vs MRSH
-10.8%
+380.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.1% |
| 7D | -6.2% | -4.8% | -1.4% | -10.6% |
| 30D | -8.7% | -6.3% | -2.3% | -14.0% |
| 3M | -20.7% | +5.8% | -26.6% | -14.4% |
| 6M | +133.5% | +2.8% | +130.7% | +154.0% |
| YTD | +75.1% | -3.1% | +78.2% | +85.8% |
| 1Y | +25.0% | -11.3% | +36.3% | +29.4% |
| All | +369.5% | -10.8% | +380.2% | +468.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling