+36.0%
MRSH vs AMBA
-67.9%
+103.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.3% |
| 7D | +1.6% | -2.6% | +4.3% | +1.7% |
| 30D | +17.7% | -10.5% | +28.2% | +18.2% |
| 3M | +9.1% | -26.4% | +35.5% | +10.3% |
| 6M | +28.2% | -20.9% | +49.1% | +28.0% |
| YTD | +14.0% | -14.8% | +28.8% | +12.8% |
| 1Y | +18.7% | -36.1% | +54.8% | +19.8% |
| 3Y | +8.7% | +20.2% | -11.5% | -1.0% |
| All | +36.0% | -67.9% | +103.9% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling