+19.4%
MRSH vs ALM
+856.4%
-837.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.6% | +9.9% | +0.3% |
| 7D | -5.9% | -7.1% | +1.2% | -5.9% |
| 30D | -7.3% | +24.7% | -32.0% | -7.5% |
| 3M | +6.7% | +8.3% | -1.6% | +6.5% |
| 6M | +3.0% | -22.2% | +25.2% | +3.1% |
| YTD | -2.9% | +88.1% | -91.0% | -4.9% |
| 1Y | -9.0% | +272.4% | -281.3% | -12.2% |
| 3Y | -4.3% | +2,004.1% | -2,008.4% | -12.3% |
| 5Y | +19.4% | +915.8% | -896.3% | +10.9% |
| All | +19.4% | +856.4% | -837.0% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling