+2,723.7%
MRSH vs ALB
+2,911.7%
-188.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.3% |
| 7D | -3.8% | -4.4% | +0.6% | -2.9% |
| 30D | -5.8% | -1.2% | -4.6% | -5.7% |
| 3M | +11.7% | -13.3% | +25.0% | +14.1% |
| 6M | -0.3% | -19.8% | +19.4% | +2.5% |
| YTD | -1.1% | -7.9% | +6.8% | -2.3% |
| 1Y | -9.5% | +60.2% | -69.6% | -21.7% |
| 3Y | -2.6% | -26.4% | +23.9% | -7.4% |
| 5Y | +22.7% | -42.5% | +65.3% | +17.4% |
| 10Y | +214.6% | +83.0% | +131.6% | +99.5% |
| All | +2,723.7% | +2,911.7% | -188.1% | +772.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling