+34.6%
MRSH vs ALLY
-10.0%
+44.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +1.4% | +0.4% | +1.1% | +1.4% |
| 30D | +16.5% | +5.2% | +11.2% | +15.5% |
| 3M | +10.8% | -13.3% | +24.1% | +13.2% |
| 6M | +32.1% | -6.7% | +38.7% | +33.1% |
| YTD | +14.5% | -12.8% | +27.3% | +16.4% |
| 1Y | +15.5% | +0.7% | +14.8% | +14.5% |
| 3Y | +9.3% | +65.2% | -55.9% | -4.5% |
| All | +34.6% | -10.0% | +44.6% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 5y: compounded portfolio wealth divided by compounded ALLY 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…
5y analysis · Full analysis span regression · 6 months rolling