+211.7%
MRSH vs ACM
+134.0%
+77.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -4.8% | -4.6% | -0.2% | -3.5% |
| 30D | -6.3% | +4.1% | -10.4% | -7.5% |
| 3M | +5.8% | -8.3% | +14.1% | +7.9% |
| 6M | +2.8% | -30.1% | +32.8% | +12.8% |
| YTD | -3.1% | -32.6% | +29.5% | +6.9% |
| 1Y | -11.3% | -49.6% | +38.3% | +6.6% |
| 3Y | -5.0% | -23.0% | +18.1% | -1.8% |
| 5Y | +19.2% | +2.0% | +17.2% | +11.6% |
| All | +211.7% | +134.0% | +77.7% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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