+212.3%
MRSH vs AMBA
+8.8%
+203.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.4% |
| 7D | -5.9% | +7.1% | -13.0% | -6.5% |
| 30D | -7.3% | -18.1% | +10.8% | -6.0% |
| 3M | +6.7% | +8.4% | -1.7% | +4.7% |
| 6M | +3.0% | +25.7% | -22.7% | -1.3% |
| YTD | -2.9% | -4.2% | +1.3% | -4.9% |
| 1Y | -9.0% | -18.7% | +9.7% | -10.1% |
| 3Y | -4.3% | +13.3% | -17.6% | -12.2% |
| 5Y | +19.4% | -54.2% | +73.7% | +15.6% |
| All | +212.3% | +8.8% | +203.5% | +144.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling