-5.0%
MRSH vs ALHC
+151.5%
-156.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.9% |
| 7D | -5.9% | -4.1% | -1.7% | -5.7% |
| 30D | -7.3% | -5.4% | -1.9% | -7.1% |
| 3M | +7.4% | -32.1% | +39.6% | +8.5% |
| 6M | -0.7% | -28.5% | +27.8% | -0.2% |
| YTD | -3.2% | -34.0% | +30.9% | -2.3% |
| 1Y | -10.6% | -20.9% | +10.3% | -10.5% |
| All | -5.0% | +151.5% | -156.6% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling