-9.8%
APP vs MRSH
+30.1%
-39.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +4.1% |
| 7D | +4.6% | +1.4% | +3.1% | +4.8% |
| 30D | +56.0% | +16.5% | +39.6% | +57.5% |
| 3M | +30.8% | +10.8% | +20.1% | +30.7% |
| 6M | -9.8% | +32.1% | -41.9% | -7.2% |
| All | -9.8% | +30.1% | -39.8% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling