-63.9%
ALNY vs MRSH
+17.6%
-81.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | -10.0% | +6.3% | -16.3% | -11.3% |
| 30D | -30.0% | +21.9% | -52.0% | -34.3% |
| 3M | -31.5% | +9.4% | -40.9% | -33.2% |
| 6M | -48.0% | +25.9% | -73.9% | -50.0% |
| YTD | -60.6% | +14.7% | -75.3% | -61.8% |
| 1Y | -63.9% | +19.3% | -83.2% | -65.1% |
| All | -63.9% | +17.6% | -81.5% | -65.1% |
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