-9.0%
MRSH vs ADVB
+2.9%
-11.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.9% | +0.3% |
| 7D | -5.9% | -5.9% | -0.1% | -6.0% |
| 30D | -7.3% | +13.9% | -21.2% | -7.1% |
| 3M | +6.7% | +127.3% | -120.7% | +8.5% |
| 6M | +3.0% | +77.0% | -74.0% | +4.8% |
| YTD | -2.9% | +51.5% | -54.5% | -1.1% |
| 1Y | -9.0% | -11.3% | +2.3% | -7.5% |
| All | -9.0% | +2.9% | -11.9% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling