+20.2%
MRSH vs AJG
+74.4%
-54.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.6% |
| 7D | -4.8% | -8.3% | +3.5% | +1.1% |
| 30D | -6.3% | -5.7% | -0.7% | -2.6% |
| 3M | +5.8% | +9.1% | -3.3% | -0.8% |
| 6M | +2.8% | +15.2% | -12.4% | -7.3% |
| YTD | -3.1% | -6.3% | +3.2% | +0.6% |
| 1Y | -11.3% | -19.1% | +7.9% | +2.1% |
| 3Y | -5.0% | +8.2% | -13.2% | -14.6% |
| All | +20.2% | +74.4% | -54.2% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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