+3,452.6%
ALNY vs MRSH
+563.6%
+2,889.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -6.5% | -4.8% | -1.8% | -4.1% |
| 30D | +11.0% | -6.3% | +17.4% | +15.0% |
| 3M | -14.1% | +5.8% | -19.9% | -16.4% |
| 6M | -22.4% | +2.8% | -25.2% | -23.8% |
| YTD | -37.5% | -3.1% | -34.3% | -36.9% |
| 1Y | -46.9% | -11.3% | -35.7% | -44.2% |
| 3Y | +22.1% | -5.0% | +27.0% | +22.1% |
| 5Y | +31.2% | +19.2% | +12.0% | +14.9% |
| 10Y | +256.3% | +217.4% | +38.9% | +74.7% |
| All | +3,452.6% | +563.6% | +2,889.0% | +880.5% |
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