-35.9%
APP vs MRSH
-7.9%
-28.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.7% | +2.1% |
| 7D | +0.9% | -3.6% | +4.5% | +0.5% |
| 30D | -23.3% | -3.0% | -20.3% | -23.5% |
| 3M | -42.6% | +15.8% | -58.5% | -42.3% |
| 6M | -33.6% | +1.6% | -35.2% | -34.9% |
| YTD | -52.4% | +1.7% | -54.1% | -54.1% |
| 1Y | -35.9% | -8.0% | -27.9% | -37.6% |
| All | -35.9% | -7.9% | -28.0% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling