+400.4%
ALAB vs MRSH
-6.3%
+406.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.4% | +11.2% | +8.3% |
| 7D | +7.2% | -3.6% | +10.8% | +3.6% |
| 30D | -2.5% | -3.0% | +0.5% | -5.0% |
| 3M | -13.3% | +15.8% | -29.1% | +1.5% |
| 6M | +172.8% | +1.6% | +171.3% | +200.4% |
| YTD | +86.6% | +1.7% | +84.9% | +107.7% |
| 1Y | +65.2% | -8.0% | +73.2% | +78.7% |
| All | +400.4% | -6.3% | +406.7% | +535.5% |
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 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