+86.2%
MRSH vs ACI
+21.2%
+65.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -0.5% |
| 7D | -4.8% | -3.7% | -1.0% | -4.4% |
| 30D | -6.3% | +0.6% | -6.9% | -6.4% |
| 3M | +5.8% | -20.3% | +26.1% | +7.8% |
| 6M | +2.8% | -24.7% | +27.4% | +5.2% |
| YTD | -3.1% | -27.2% | +24.1% | -0.7% |
| 1Y | -11.3% | -32.7% | +21.5% | -8.4% |
| 3Y | -5.0% | -43.9% | +38.9% | -0.4% |
| 5Y | +19.2% | -38.9% | +58.0% | +23.5% |
| All | +86.2% | +21.2% | +65.1% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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