+299.7%
ARM vs MRSH
-5.8%
+305.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.7% |
| 7D | +4.8% | -5.9% | +10.7% | +2.8% |
| 30D | -5.5% | -7.3% | +1.8% | -7.6% |
| 3M | -17.3% | +6.7% | -24.0% | -15.8% |
| 6M | +110.9% | +3.0% | +107.9% | +114.8% |
| YTD | +132.5% | -2.9% | +135.4% | +137.0% |
| 1Y | +64.9% | -9.0% | +73.9% | +69.5% |
| All | +299.7% | -5.8% | +305.5% | +345.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling