+16.5%
APH vs MRSH
+16.1%
+0.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -1.2% |
| 7D | +4.9% | +1.4% | +3.4% | +5.8% |
| 30D | -5.4% | +16.5% | -21.9% | +2.8% |
| 3M | -5.5% | +10.8% | -16.2% | +0.9% |
| 6M | +25.9% | +32.1% | -6.2% | +44.3% |
| YTD | +16.4% | +14.5% | +1.9% | +22.4% |
| 1Y | +16.5% | +15.5% | +1.0% | +24.8% |
| All | +16.5% | +16.1% | +0.4% | +24.8% |
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