+34.3%
ARM vs MRSH
+15.8%
+18.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -2.6% |
| 7D | +19.8% | -1.8% | +21.6% | +17.9% |
| 30D | -21.8% | +16.2% | -38.0% | -9.1% |
| 3M | -26.5% | +9.5% | -36.1% | -18.1% |
| 6M | -3.9% | +27.3% | -31.3% | +22.4% |
| YTD | +82.8% | +13.3% | +69.5% | +117.2% |
| 1Y | +34.3% | +15.0% | +19.3% | +64.0% |
| All | +34.3% | +15.8% | +18.5% | +64.0% |
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