+127,353.0%
APH vs MRSH
+3,773.3%
+123,579.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +11.1% | -1.8% | +12.9% | +11.9% |
| 30D | -7.3% | +16.2% | -23.5% | -13.2% |
| 3M | -6.2% | +9.5% | -15.7% | -10.4% |
| 6M | +24.9% | +27.3% | -2.4% | +10.8% |
| YTD | +18.4% | +13.3% | +5.1% | +9.1% |
| 1Y | +13.0% | +15.0% | -2.0% | +3.2% |
| 3Y | +276.4% | +8.1% | +268.3% | +246.8% |
| 5Y | +296.4% | +33.7% | +262.7% | +234.1% |
| 10Y | +948.3% | +259.5% | +688.8% | +494.3% |
| All | +127,353.0% | +3,773.3% | +123,579.6% | +41,069.2% |
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 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