+1,310.4%
AMT vs MRSH
+1,102.6%
+207.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +1.2% |
| 7D | -0.2% | -3.8% | +3.6% | +1.5% |
| 30D | +1.8% | -5.8% | +7.7% | +4.5% |
| 3M | -6.2% | +11.7% | -17.9% | -10.8% |
| 6M | -5.0% | -0.3% | -4.7% | -5.5% |
| YTD | +2.1% | -1.1% | +3.2% | +1.5% |
| 1Y | -5.7% | -9.5% | +3.7% | -2.9% |
| 3Y | +7.9% | -2.6% | +10.5% | +6.9% |
| 5Y | -32.3% | +22.7% | -55.1% | -39.5% |
| 10Y | +95.0% | +214.6% | -119.6% | +15.5% |
| All | +1,310.4% | +1,102.6% | +207.8% | +363.4% |
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