+850.7%
APP vs MRSH
+8.3%
+842.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.7% |
| 7D | +10.6% | -1.8% | +12.3% | +10.6% |
| 30D | +44.6% | +16.2% | +28.4% | +43.3% |
| 3M | +29.6% | +9.5% | +20.1% | +28.8% |
| 6M | -19.8% | +27.3% | -47.1% | -21.5% |
| YTD | -41.6% | +13.3% | -54.9% | -42.6% |
| 1Y | -32.7% | +15.0% | -47.7% | -34.0% |
| All | +850.7% | +8.3% | +842.4% | +908.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling