+132,206.2%
APH vs MRSH
+3,377.4%
+128,828.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | +5.0% | -3.6% | +8.5% | +6.5% |
| 30D | -3.9% | -3.0% | -0.9% | -2.9% |
| 3M | +13.0% | +15.8% | -2.9% | +5.1% |
| 6M | +25.2% | +1.6% | +23.6% | +22.2% |
| YTD | +22.9% | +1.7% | +21.2% | +19.2% |
| 1Y | +47.8% | -8.0% | +55.9% | +48.5% |
| 3Y | +283.0% | -0.3% | +283.3% | +267.1% |
| 5Y | +349.7% | +25.9% | +323.8% | +291.0% |
| 10Y | +1,061.2% | +222.0% | +839.3% | +593.3% |
| All | +132,206.2% | +3,377.4% | +128,828.8% | +44,881.9% |
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 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