+3,270.6%
MRSH vs AIG
-22.8%
+3,293.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.9% | -2.4% | -3.5% | -5.4% |
| 30D | -7.3% | -2.9% | -4.4% | -6.7% |
| 3M | +6.7% | +0.8% | +5.9% | +6.5% |
| 6M | +3.0% | -2.7% | +5.7% | +3.6% |
| YTD | -2.9% | -11.2% | +8.3% | -0.5% |
| 1Y | -9.0% | -1.5% | -7.5% | -8.8% |
| 3Y | -4.3% | +34.4% | -38.7% | -10.6% |
| 5Y | +19.4% | +54.4% | -35.0% | +7.3% |
| 10Y | +218.1% | +64.4% | +153.7% | +168.4% |
| All | +3,270.6% | -22.8% | +3,293.4% | +1,977.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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