+211.7%
MRSH vs ALB
+78.3%
+133.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.2% |
| 7D | -4.8% | -6.6% | +1.9% | -4.1% |
| 30D | -6.3% | -8.1% | +1.8% | -5.5% |
| 3M | +5.8% | -25.7% | +31.5% | +9.0% |
| 6M | +2.8% | -29.5% | +32.2% | +6.0% |
| YTD | -3.1% | -16.2% | +13.1% | -2.7% |
| 1Y | -11.3% | +59.2% | -70.5% | -18.5% |
| 3Y | -5.0% | -33.7% | +28.8% | -4.9% |
| 5Y | +19.2% | -48.1% | +67.3% | +20.1% |
| All | +211.7% | +78.3% | +133.4% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling