+1,766.1%
APO vs MRSH
+697.7%
+1,068.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.8% |
| 7D | -1.0% | -5.9% | +4.9% | +3.3% |
| 30D | -0.4% | -7.3% | +6.9% | +5.1% |
| 3M | -0.9% | +7.4% | -8.3% | -7.1% |
| 6M | +22.1% | -0.7% | +22.8% | +20.1% |
| YTD | -8.4% | -3.2% | -5.2% | -9.0% |
| 1Y | -0.9% | -10.6% | +9.7% | +4.1% |
| 3Y | +56.1% | -4.6% | +60.7% | +52.7% |
| 5Y | +136.0% | +19.3% | +116.7% | +92.5% |
| 10Y | +949.3% | +217.3% | +732.1% | +309.8% |
| All | +1,766.1% | +697.7% | +1,068.3% | +302.0% |
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