+358.7%
ALAB vs MRSH
-10.6%
+369.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.6% | -5.1% |
| 7D | +0.6% | -5.9% | +6.5% | -5.1% |
| 30D | -8.8% | -7.3% | -1.5% | -14.9% |
| 3M | -14.0% | +6.7% | -20.7% | -6.5% |
| 6M | +144.3% | +3.0% | +141.3% | +166.2% |
| YTD | +71.0% | -2.9% | +73.9% | +81.9% |
| 1Y | +23.5% | -9.0% | +32.5% | +29.1% |
| All | +358.7% | -10.6% | +369.3% | +456.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling