+188.3%
AMAT vs MRSH
-10.9%
+199.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -2.6% |
| 7D | +6.9% | -5.9% | +12.8% | +1.5% |
| 30D | -10.1% | -7.3% | -2.8% | -15.6% |
| 3M | -6.0% | +7.4% | -13.4% | +0.9% |
| 6M | +38.6% | -0.7% | +39.3% | +46.8% |
| YTD | +83.1% | -3.2% | +86.2% | +91.8% |
| 1Y | +188.3% | -10.6% | +198.9% | +204.0% |
| All | +188.3% | -10.9% | +199.2% | +204.0% |
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