+19.4%
MRSH vs ALC
-19.4%
+38.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.1% |
| 7D | -5.9% | -7.7% | +1.7% | -3.6% |
| 30D | -7.3% | -11.7% | +4.4% | -3.7% |
| 3M | +6.7% | +0.7% | +6.0% | +6.4% |
| 6M | +3.0% | -17.1% | +20.1% | +8.3% |
| YTD | -2.9% | -15.1% | +12.2% | +1.3% |
| 1Y | -9.0% | -14.1% | +5.1% | -5.7% |
| 3Y | -4.3% | -18.2% | +13.8% | -1.4% |
| 5Y | +19.4% | -19.2% | +38.6% | +19.4% |
| All | +19.4% | -19.4% | +38.8% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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