+212.3%
MRSH vs ALLE
+154.9%
+57.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -5.9% | -2.8% | -3.2% | -5.0% |
| 30D | -7.3% | -10.2% | +2.9% | -3.8% |
| 3M | +6.7% | +17.4% | -10.8% | +0.4% |
| 6M | +3.0% | +3.3% | -0.4% | +1.0% |
| YTD | -2.9% | -4.2% | +1.3% | -2.6% |
| 1Y | -9.0% | -10.5% | +1.6% | -6.5% |
| 3Y | -4.3% | +45.4% | -49.7% | -20.5% |
| 5Y | +19.4% | +11.9% | +7.5% | +8.2% |
| All | +212.3% | +154.9% | +57.5% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling