+3,833.4%
MRSH vs ALK
+773.0%
+3,060.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | 0.0% |
| 7D | -1.8% | +0.9% | -2.7% | -2.0% |
| 30D | +16.2% | +3.3% | +12.9% | +15.2% |
| 3M | +9.5% | -17.6% | +27.1% | +13.1% |
| 6M | +27.3% | +0.8% | +26.5% | +25.3% |
| YTD | +13.3% | -22.4% | +35.7% | +15.6% |
| 1Y | +15.0% | -10.1% | +25.1% | +13.7% |
| 3Y | +8.1% | +14.0% | -5.9% | -2.3% |
| 5Y | +33.7% | -29.8% | +63.5% | +30.7% |
| 10Y | +259.5% | -44.8% | +304.3% | +238.2% |
| All | +3,833.4% | +773.0% | +3,060.3% | +1,550.0% |
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