+60.3%
MRSH vs ALHC
-33.8%
+94.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -4.8% | -6.9% | +2.1% | -4.4% |
| 30D | -6.3% | -6.7% | +0.4% | -6.0% |
| 3M | +5.8% | -37.7% | +43.5% | +8.1% |
| 6M | +2.8% | -30.0% | +32.8% | +3.8% |
| YTD | -3.1% | -36.2% | +33.0% | -1.7% |
| 1Y | -11.3% | -22.9% | +11.6% | -11.0% |
| 3Y | -5.0% | +138.4% | -143.3% | -12.7% |
| 5Y | +19.2% | -32.8% | +52.0% | +12.6% |
| All | +60.3% | -33.8% | +94.1% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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