+3,262.1%
MRSH vs AA
+301.2%
+2,960.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.7% |
| 7D | -5.9% | -0.6% | -5.2% | -5.8% |
| 30D | -7.3% | -1.6% | -5.8% | -7.3% |
| 3M | +7.4% | -29.8% | +37.2% | +13.5% |
| 6M | -0.7% | -16.6% | +15.9% | +0.6% |
| YTD | -3.2% | -4.0% | +0.9% | -5.2% |
| 1Y | -10.6% | +63.5% | -74.1% | -21.7% |
| 3Y | -4.6% | +86.8% | -91.3% | -23.3% |
| 5Y | +19.3% | +12.4% | +6.9% | -1.4% |
| 10Y | +217.3% | +132.3% | +84.9% | +87.7% |
| All | +3,262.1% | +301.2% | +2,960.9% | +1,297.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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