+3,431.3%
MRSH vs ALK
+839.9%
+2,591.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.7% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | -3.0% | -19.2% | +16.2% | +0.9% |
| 3M | +15.8% | -1.5% | +17.4% | +15.3% |
| 6M | +1.6% | -13.1% | +14.6% | +2.3% |
| YTD | +1.7% | -16.4% | +18.1% | +2.7% |
| 1Y | -8.0% | -33.1% | +25.0% | -3.5% |
| 3Y | -0.3% | +0.6% | -0.9% | -7.3% |
| 5Y | +25.9% | -26.4% | +52.3% | +22.1% |
| 10Y | +222.0% | -34.2% | +256.1% | +193.4% |
| All | +3,431.3% | +839.9% | +2,591.4% | +1,366.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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