-43.3%
APP vs MRSH
-9.2%
-34.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +1.1% | -4.8% | +5.8% | +0.5% |
| 30D | +6.6% | -6.3% | +13.0% | +5.9% |
| 3M | -32.3% | +5.8% | -38.1% | -32.6% |
| 6M | -29.8% | +2.8% | -32.6% | -30.6% |
| YTD | -51.9% | -3.1% | -48.8% | -53.9% |
| 1Y | -43.3% | -11.3% | -32.0% | -45.7% |
| All | -43.3% | -9.2% | -34.1% | -45.7% |
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