-5.0%
MRSH vs AFRM
+195.1%
-200.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.4% | -1.9% |
| 7D | -5.9% | -8.0% | +2.2% | -5.7% |
| 30D | -7.3% | -9.8% | +2.5% | -7.1% |
| 3M | +7.4% | +4.7% | +2.8% | +7.2% |
| 6M | -0.7% | +34.1% | -34.8% | -1.7% |
| YTD | -3.2% | -8.4% | +5.3% | -3.3% |
| 1Y | -10.6% | -22.9% | +12.3% | -10.6% |
| All | -5.0% | +195.1% | -200.2% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 3y: compounded portfolio wealth divided by compounded AFRM 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…
3y analysis · Full analysis span regression · 6 months rolling