+29.9%
MRSH vs AMBA
-21.4%
+51.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.6% |
| 7D | -1.4% | +2.6% | -3.9% | -1.0% |
| 30D | +17.5% | -3.6% | +21.1% | +17.3% |
| 3M | +9.1% | -24.6% | +33.8% | +6.8% |
| 6M | +29.9% | -21.6% | +51.5% | +29.1% |
| All | +29.9% | -21.4% | +51.3% | +29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling