+63.5%
MRSH vs ALHC
-29.3%
+92.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | -3.8% | -1.0% | -2.8% | -3.7% |
| 30D | -5.8% | -6.3% | +0.5% | -5.5% |
| 3M | +11.7% | -12.3% | +24.0% | +11.7% |
| 6M | -0.3% | -27.0% | +26.7% | +0.4% |
| YTD | -1.1% | -31.8% | +30.7% | 0.0% |
| 1Y | -9.5% | -17.0% | +7.6% | -9.5% |
| 3Y | -2.6% | +159.8% | -162.4% | -10.9% |
| 5Y | +22.7% | -25.1% | +47.9% | +15.5% |
| All | +63.5% | -29.3% | +92.9% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling