+391.7%
APP vs MRSH
+61.4%
+330.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.7% | +3.1% |
| 7D | +0.9% | -3.6% | +4.5% | +3.0% |
| 30D | -23.3% | -3.0% | -20.3% | -22.1% |
| 3M | -42.6% | +15.8% | -58.5% | -48.5% |
| 6M | -33.6% | +1.6% | -35.2% | -35.3% |
| YTD | -52.4% | +1.7% | -54.1% | -54.2% |
| 1Y | -35.9% | -8.0% | -27.9% | -33.9% |
| 3Y | +642.2% | -0.3% | +642.5% | +567.6% |
| 5Y | +311.1% | +25.9% | +285.2% | +175.4% |
| All | +391.7% | +61.4% | +330.3% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling