+211.7%
MRSH vs AEIS
+562.2%
-350.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.8% |
| 7D | -4.8% | +2.3% | -7.0% | -5.0% |
| 30D | -6.3% | -14.8% | +8.5% | -4.8% |
| 3M | +5.8% | -15.6% | +21.4% | +6.4% |
| 6M | +2.8% | -8.7% | +11.5% | +1.1% |
| YTD | -3.1% | +37.3% | -40.4% | -11.3% |
| 1Y | -11.3% | +80.3% | -91.6% | -23.1% |
| 3Y | -5.0% | +177.9% | -182.9% | -26.6% |
| 5Y | +19.2% | +235.8% | -216.6% | -13.6% |
| All | +211.7% | +562.2% | -350.5% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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