+27.3%
MRSH vs ADVB
-35.2%
+62.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +42.7% | -43.6% | +0.2% |
| 7D | -1.8% | +74.2% | -76.0% | -0.2% |
| 30D | +16.2% | -35.9% | +52.1% | +15.8% |
| 3M | +9.5% | -56.4% | +66.0% | +8.6% |
| 6M | +27.3% | -36.7% | +64.1% | +28.4% |
| All | +27.3% | -35.2% | +62.6% | +28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling