+527.5%
APP vs MRSH
+81.6%
+445.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.4% |
| 7D | +4.6% | +1.4% | +3.1% | +3.7% |
| 30D | +56.0% | +16.5% | +39.6% | +42.4% |
| 3M | +30.8% | +10.8% | +20.1% | +22.7% |
| 6M | -9.8% | +32.1% | -41.9% | -25.5% |
| YTD | -39.3% | +14.5% | -53.7% | -45.6% |
| 1Y | -26.4% | +15.5% | -41.9% | -34.7% |
| 3Y | +887.9% | +9.3% | +878.6% | +753.2% |
| 5Y | +264.1% | +35.1% | +229.0% | +136.8% |
| All | +527.5% | +81.6% | +445.8% | +299.1% |
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