+787.0%
MRSH vs ACM
+228.1%
+558.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -5.8% | -12.9% | +7.1% | -2.4% |
| 3M | +11.7% | -6.4% | +18.1% | +13.2% |
| 6M | -0.3% | -29.2% | +28.9% | +8.9% |
| YTD | -1.1% | -29.9% | +28.8% | +7.7% |
| 1Y | -9.5% | -47.3% | +37.8% | +6.8% |
| 3Y | -2.6% | -19.6% | +17.1% | 0.0% |
| 5Y | +22.7% | +5.5% | +17.2% | +15.2% |
| 10Y | +214.6% | +129.7% | +84.9% | +121.6% |
| All | +787.0% | +228.1% | +558.9% | +422.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling