+345.6%
APH vs MRSH
+19.1%
+326.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -2.2% | -5.9% | +3.7% | -0.6% |
| 30D | -4.0% | -7.3% | +3.3% | -2.1% |
| 3M | +7.7% | +6.7% | +1.1% | +4.4% |
| 6M | +17.8% | +3.0% | +14.8% | +15.1% |
| YTD | +19.2% | -2.9% | +22.1% | +18.4% |
| 1Y | +35.7% | -9.0% | +44.7% | +38.2% |
| 3Y | +282.9% | -4.3% | +287.2% | +262.4% |
| 5Y | +345.6% | +19.4% | +326.2% | +244.2% |
| All | +345.6% | +19.1% | +326.5% | +244.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling