+89.3%
MRSH vs ALHC
-61.4%
+150.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.1% |
| 7D | +1.4% | +0.3% | +1.2% | +1.4% |
| 30D | +16.5% | -10.6% | +27.0% | +17.0% |
| 3M | +10.8% | -45.3% | +56.1% | +13.9% |
| 6M | +32.1% | -59.7% | +91.8% | +37.1% |
| YTD | +14.5% | -62.7% | +77.2% | +19.0% |
| 1Y | +15.5% | -56.1% | +71.6% | +18.9% |
| 3Y | +9.3% | +21.3% | -11.9% | +4.4% |
| 5Y | +35.1% | -66.0% | +101.0% | +31.4% |
| All | +89.3% | -61.4% | +150.7% | +80.1% |
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