+528.2%
AMKR vs MRSH
+218.8%
+309.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.7% | +4.6% |
| 7D | +8.3% | -4.8% | +13.0% | +11.1% |
| 30D | -6.8% | -6.3% | -0.4% | -3.9% |
| 3M | -31.9% | +5.8% | -37.7% | -37.5% |
| 6M | +18.4% | +2.8% | +15.6% | +8.4% |
| YTD | +31.7% | -3.1% | +34.8% | +23.9% |
| 1Y | +105.2% | -11.3% | +116.5% | +104.7% |
| 3Y | +147.7% | -5.0% | +152.7% | +119.2% |
| 5Y | +99.4% | +19.2% | +80.2% | +37.7% |
| All | +528.2% | +218.8% | +309.3% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling