+19.4%
MRSH vs ACM
-0.5%
+20.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.7% |
| 7D | -5.9% | -5.9% | 0.0% | -4.4% |
| 30D | -7.3% | -6.2% | -1.1% | -5.9% |
| 3M | +6.7% | -7.9% | +14.6% | +8.5% |
| 6M | +3.0% | -30.6% | +33.6% | +12.9% |
| YTD | -2.9% | -33.3% | +30.4% | +6.9% |
| 1Y | -9.0% | -49.2% | +40.2% | +9.1% |
| 3Y | -4.3% | -23.5% | +19.1% | -3.6% |
| 5Y | +19.4% | +0.9% | +18.5% | +5.8% |
| All | +19.4% | -0.5% | +20.0% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling