+20.4%
MRSH vs ACI
-41.4%
+61.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.4% |
| 7D | -5.9% | -7.1% | +1.1% | -5.0% |
| 30D | -7.3% | -4.5% | -2.8% | -6.7% |
| 3M | +6.7% | -22.3% | +28.9% | +9.7% |
| 6M | +3.0% | -28.4% | +31.4% | +7.0% |
| YTD | -2.9% | -29.5% | +26.6% | +0.9% |
| 1Y | -9.0% | -34.2% | +25.3% | -4.5% |
| 3Y | -4.3% | -45.7% | +41.4% | +2.9% |
| All | +20.4% | -41.4% | +61.9% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling