+24.9%
APH vs MRSH
+28.0%
-3.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | -0.3% |
| 7D | +11.1% | -1.8% | +12.9% | +9.6% |
| 30D | -7.3% | +16.2% | -23.5% | +4.9% |
| 3M | -6.2% | +9.5% | -15.7% | +2.4% |
| 6M | +24.9% | +27.3% | -2.4% | +54.9% |
| All | +24.9% | +28.0% | -3.1% | +54.9% |
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