+2,573.2%
MRSH vs ACGL
+4,318.9%
-1,745.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.1% |
| 7D | -3.8% | -2.9% | -0.8% | -2.9% |
| 30D | -5.8% | -2.8% | -3.0% | -5.0% |
| 3M | +11.7% | +6.8% | +4.9% | +9.7% |
| 6M | -0.3% | -1.5% | +1.2% | +0.2% |
| YTD | -1.1% | -0.2% | -0.9% | -1.0% |
| 1Y | -9.5% | +5.3% | -14.7% | -10.7% |
| 3Y | -2.6% | +30.3% | -32.8% | -10.2% |
| 5Y | +22.7% | +151.8% | -129.1% | -6.6% |
| 10Y | +214.6% | +266.9% | -52.3% | +112.1% |
| All | +2,573.2% | +4,318.9% | -1,745.6% | +1,133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling