+311.3%
ARM vs MRSH
-4.1%
+315.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.8% | +6.6% | +2.8% |
| 7D | +11.4% | -3.8% | +15.1% | +10.0% |
| 30D | -7.4% | -5.8% | -1.6% | -9.1% |
| 3M | -24.5% | +11.7% | -36.2% | -22.4% |
| 6M | +128.7% | -0.3% | +129.0% | +134.5% |
| YTD | +139.3% | -1.1% | +140.4% | +145.3% |
| 1Y | +88.0% | -9.5% | +97.4% | +95.1% |
| All | +311.3% | -4.1% | +315.3% | +360.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling