+916.7%
APO vs MRSH
+218.8%
+697.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +1.0% |
| 7D | -3.5% | -4.8% | +1.2% | -0.2% |
| 30D | -6.6% | -6.3% | -0.2% | -2.2% |
| 3M | -3.3% | +5.8% | -9.1% | -8.4% |
| 6M | +22.6% | +2.8% | +19.8% | +17.5% |
| YTD | -9.8% | -3.1% | -6.7% | -10.4% |
| 1Y | -3.9% | -11.3% | +7.4% | +1.8% |
| 3Y | +52.5% | -5.0% | +57.4% | +49.1% |
| 5Y | +134.0% | +19.2% | +114.8% | +87.4% |
| All | +916.7% | +218.8% | +697.8% | +319.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling