+20.4%
MRSH vs AG
+68.6%
-48.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.1% | +0.3% |
| 7D | -5.9% | -5.8% | -0.1% | -5.8% |
| 30D | -7.3% | +6.4% | -13.7% | -7.4% |
| 3M | +6.7% | +28.4% | -21.7% | +6.1% |
| 6M | +3.0% | -24.5% | +27.5% | +3.7% |
| YTD | -2.9% | +21.2% | -24.1% | -4.3% |
| 1Y | -9.0% | +114.1% | -123.1% | -13.0% |
| 3Y | -4.3% | +268.0% | -272.4% | -13.3% |
| All | +20.4% | +68.6% | -48.1% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 5y: compounded portfolio wealth divided by compounded AG 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…
5y analysis · Full analysis span regression · 6 months rolling