+211.7%
MRSH vs ALM
+2,589.2%
-2,377.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.1% |
| 7D | -4.8% | -11.8% | +7.1% | -4.6% |
| 30D | -6.3% | +7.8% | -14.1% | -6.5% |
| 3M | +5.8% | -9.3% | +15.1% | +5.8% |
| 6M | +2.8% | -30.5% | +33.3% | +3.0% |
| YTD | -3.1% | +75.8% | -78.9% | -4.8% |
| 1Y | -11.3% | +241.2% | -252.5% | -14.0% |
| 3Y | -5.0% | +1,872.6% | -1,877.6% | -11.8% |
| 5Y | +19.2% | +849.6% | -830.4% | +11.4% |
| All | +211.7% | +2,589.2% | -2,377.6% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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