+212.3%
MRSH vs ACGL
+277.0%
-64.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -5.9% | -3.6% | -2.3% | -4.4% |
| 30D | -7.3% | -2.1% | -5.2% | -6.4% |
| 3M | +6.7% | +5.4% | +1.3% | +4.4% |
| 6M | +3.0% | 0.0% | +3.0% | +3.0% |
| YTD | -2.9% | +0.3% | -3.2% | -3.0% |
| 1Y | -9.0% | +6.2% | -15.2% | -11.3% |
| 3Y | -4.3% | +30.9% | -35.3% | -16.2% |
| 5Y | +19.4% | +159.8% | -140.4% | -23.6% |
| All | +212.3% | +277.0% | -64.7% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling