+393.5%
MRSH vs ALLE
+260.9%
+132.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -3.0% | -6.8% | +3.8% | -0.6% |
| 3M | +15.8% | +21.0% | -5.2% | +7.8% |
| 6M | +1.6% | +1.1% | +0.5% | +0.4% |
| YTD | +1.7% | -0.5% | +2.3% | +0.7% |
| 1Y | -8.0% | -7.3% | -0.8% | -6.8% |
| 3Y | -0.3% | +42.3% | -42.5% | -16.1% |
| 5Y | +25.9% | +13.5% | +12.4% | +13.7% |
| 10Y | +222.0% | +144.0% | +77.9% | +107.7% |
| All | +393.5% | +260.9% | +132.7% | +182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling