-26.4%
APP vs MRSH
+16.1%
-42.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +4.0% |
| 7D | +4.6% | +1.4% | +3.1% | +4.7% |
| 30D | +56.0% | +16.5% | +39.6% | +56.1% |
| 3M | +30.8% | +10.8% | +20.1% | +30.6% |
| 6M | -9.8% | +32.1% | -41.9% | -11.0% |
| YTD | -39.3% | +14.5% | -53.7% | -42.8% |
| 1Y | -26.4% | +15.5% | -41.9% | -29.8% |
| All | -26.4% | +16.1% | -42.5% | -29.8% |
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 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