+382.3%
APP vs MRSH
+54.1%
+328.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +0.3% | -5.9% | +6.2% | +3.9% |
| 30D | -1.3% | -7.3% | +6.0% | +3.0% |
| 3M | -36.2% | +6.7% | -42.9% | -39.6% |
| 6M | -34.1% | +3.0% | -37.1% | -36.8% |
| YTD | -53.3% | -2.9% | -50.4% | -53.8% |
| 1Y | -44.5% | -9.0% | -35.6% | -43.1% |
| 3Y | +646.7% | -4.3% | +651.0% | +585.8% |
| 5Y | +306.4% | +19.4% | +287.0% | +179.9% |
| All | +382.3% | +54.1% | +328.3% | +238.8% |
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