+25.9%
APH vs MRSH
+30.1%
-4.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -0.8% |
| 7D | +4.9% | +1.4% | +3.4% | +6.3% |
| 30D | -5.4% | +16.5% | -21.9% | +8.1% |
| 3M | -5.5% | +10.8% | -16.2% | +4.6% |
| 6M | +25.9% | +32.1% | -6.2% | +66.3% |
| All | +25.9% | +30.1% | -4.1% | +66.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling