+19.4%
MRSH vs ALHC
-31.9%
+51.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.4% |
| 7D | -5.9% | -5.8% | -0.1% | -5.6% |
| 30D | -7.3% | -3.3% | -4.0% | -7.1% |
| 3M | +6.7% | -37.9% | +44.6% | +9.1% |
| 6M | +3.0% | -29.5% | +32.5% | +4.0% |
| YTD | -2.9% | -35.4% | +32.5% | -1.5% |
| 1Y | -9.0% | -22.4% | +13.5% | -8.7% |
| 3Y | -4.3% | +146.3% | -150.6% | -13.0% |
| 5Y | +19.4% | -32.0% | +51.4% | +11.0% |
| All | +19.4% | -31.9% | +51.3% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling