+781.4%
MRSH vs AG
+451.1%
+330.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.1% |
| 7D | -5.9% | -0.1% | -5.8% | -5.9% |
| 30D | -7.3% | +12.5% | -19.8% | -7.9% |
| 3M | +7.4% | +28.2% | -20.7% | +5.8% |
| 6M | -0.7% | -18.8% | +18.2% | -0.3% |
| YTD | -3.2% | +27.4% | -30.5% | -5.7% |
| 1Y | -10.6% | +132.2% | -142.8% | -16.3% |
| 3Y | -4.6% | +286.9% | -291.4% | -15.2% |
| 5Y | +19.3% | +72.8% | -53.5% | +9.4% |
| 10Y | +217.3% | +74.6% | +142.7% | +175.4% |
| All | +781.4% | +451.1% | +330.3% | +437.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling