-23.0%
MRSH vs ADVB
-89.8%
+66.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.5% | +7.2% | -0.3% |
| 7D | -4.8% | -12.3% | +7.5% | -4.8% |
| 30D | -6.3% | +7.8% | -14.1% | -6.2% |
| 3M | +5.8% | +104.2% | -98.4% | +6.0% |
| 6M | +2.8% | +58.1% | -55.3% | +3.0% |
| YTD | -3.1% | +40.2% | -43.4% | -2.9% |
| 1Y | -11.3% | -16.1% | +4.8% | -10.5% |
| All | -23.0% | -89.8% | +66.7% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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