+457.6%
MRSH vs ALM
+8,043.4%
-7,585.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -2.0% |
| 7D | -5.9% | +3.6% | -9.5% | -5.9% |
| 30D | -7.3% | +33.8% | -41.1% | -7.4% |
| 3M | +7.4% | +14.8% | -7.3% | +7.4% |
| 6M | -0.7% | -7.0% | +6.3% | -0.7% |
| YTD | -3.2% | +108.1% | -111.2% | -3.4% |
| 1Y | -10.6% | +313.8% | -324.4% | -11.0% |
| 3Y | -4.6% | +2,227.6% | -2,232.2% | -5.5% |
| 5Y | +19.3% | +956.6% | -937.4% | +18.2% |
| 10Y | +217.3% | +3,082.3% | -2,865.0% | +213.1% |
| All | +457.6% | +8,043.4% | -7,585.8% | +443.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling