+86.2%
MRSH vs ACI
+18.9%
+67.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.8% |
| 7D | -5.9% | -5.0% | -0.8% | -5.3% |
| 30D | -7.3% | -2.3% | -5.0% | -7.1% |
| 3M | +7.4% | -23.2% | +30.6% | +9.9% |
| 6M | -0.7% | -29.5% | +28.8% | +2.3% |
| YTD | -3.2% | -28.6% | +25.4% | -0.5% |
| 1Y | -10.6% | -34.0% | +23.4% | -7.5% |
| 3Y | -4.6% | -45.0% | +40.4% | +0.2% |
| 5Y | +19.3% | -44.0% | +63.3% | +24.0% |
| All | +86.2% | +18.9% | +67.3% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling