+18.4%
MRSH vs AMBA
-25.6%
+44.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.1% | +3.2% |
| 7D | +9.4% | -8.1% | +17.5% | +8.6% |
| 30D | +23.4% | -10.8% | +34.2% | +22.4% |
| 3M | +9.9% | -25.9% | +35.8% | +7.6% |
| 6M | +26.0% | -13.9% | +39.9% | +26.4% |
| YTD | +15.2% | -14.0% | +29.2% | +16.6% |
| 1Y | +18.4% | -25.7% | +44.1% | +19.0% |
| All | +18.4% | -25.6% | +44.0% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling