+19.4%
MRSH vs ALB
-48.1%
+67.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.5% |
| 7D | -5.9% | -7.6% | +1.7% | -5.5% |
| 30D | -7.3% | -5.6% | -1.7% | -7.0% |
| 3M | +6.7% | -16.8% | +23.5% | +7.8% |
| 6M | +3.0% | -26.3% | +29.3% | +4.7% |
| YTD | -2.9% | -13.2% | +10.3% | -2.8% |
| 1Y | -9.0% | +68.8% | -77.8% | -14.2% |
| 3Y | -4.3% | -30.7% | +26.4% | -2.9% |
| 5Y | +19.4% | -46.3% | +65.7% | +22.0% |
| All | +19.4% | -48.1% | +67.6% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling