+597.1%
MRSH vs AMBA
+837.3%
-240.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.4% |
| 7D | -3.6% | -11.0% | +7.4% | -2.8% |
| 30D | -3.0% | -23.2% | +20.2% | -1.1% |
| 3M | +15.8% | -12.7% | +28.5% | +15.7% |
| 6M | +1.6% | +11.2% | -9.6% | -1.3% |
| YTD | +1.7% | -11.2% | +12.9% | +0.4% |
| 1Y | -8.0% | -22.5% | +14.5% | -8.8% |
| 3Y | -0.3% | -1.3% | +1.1% | -6.4% |
| 5Y | +25.9% | -54.2% | +80.1% | +22.1% |
| 10Y | +222.0% | -6.1% | +228.1% | +172.9% |
| All | +597.1% | +837.3% | -240.2% | +357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling