+296.4%
ARM vs MRSH
-1.3%
+297.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.4% | +3.4% |
| 7D | +5.5% | -3.6% | +9.0% | +4.2% |
| 30D | -8.2% | -3.0% | -5.2% | -9.0% |
| 3M | -35.9% | +15.8% | -51.8% | -33.4% |
| 6M | +103.1% | +1.6% | +101.5% | +110.3% |
| YTD | +130.6% | +1.7% | +128.9% | +138.6% |
| 1Y | +86.1% | -8.0% | +94.1% | +95.5% |
| All | +296.4% | -1.3% | +297.7% | +348.1% |
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