+3,873.3%
MRSH vs ALK
+760.3%
+3,113.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +1.4% | -1.2% | +2.6% | +1.6% |
| 30D | +16.5% | +7.7% | +8.8% | +14.6% |
| 3M | +10.8% | -19.0% | +29.7% | +14.7% |
| 6M | +32.1% | -0.2% | +32.3% | +30.2% |
| YTD | +14.5% | -23.5% | +37.9% | +17.1% |
| 1Y | +15.5% | -9.1% | +24.6% | +13.9% |
| 3Y | +9.3% | +12.0% | -2.7% | -0.9% |
| 5Y | +35.1% | -30.9% | +65.9% | +32.4% |
| 10Y | +263.2% | -45.6% | +308.7% | +242.6% |
| All | +3,873.3% | +760.3% | +3,113.0% | +1,571.3% |
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