+86.1%
ARM vs MRSH
-7.9%
+93.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.4% | +2.8% |
| 7D | +5.5% | -3.6% | +9.0% | +2.6% |
| 30D | -8.2% | -3.0% | -5.2% | -10.1% |
| 3M | -35.9% | +15.8% | -51.8% | -28.4% |
| 6M | +103.1% | +1.6% | +101.5% | +116.8% |
| YTD | +130.6% | +1.7% | +128.9% | +145.2% |
| 1Y | +86.1% | -8.0% | +94.1% | +94.7% |
| All | +86.1% | -7.9% | +93.9% | +94.7% |
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