+683.3%
MRSH vs AMBA
+831.3%
-148.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | 0.0% |
| 7D | -1.4% | +2.6% | -3.9% | -1.6% |
| 30D | +17.5% | -3.6% | +21.1% | +17.7% |
| 3M | +9.1% | -24.6% | +33.8% | +11.0% |
| 6M | +29.9% | -21.6% | +51.5% | +30.0% |
| YTD | +14.3% | -11.8% | +26.1% | +12.5% |
| 1Y | +16.6% | -33.2% | +49.8% | +17.3% |
| 3Y | +9.1% | +24.5% | -15.4% | -0.4% |
| 5Y | +36.4% | -67.7% | +104.0% | +36.7% |
| 10Y | +262.7% | +4.7% | +258.0% | +204.3% |
| All | +683.3% | +831.3% | -148.0% | +412.5% |
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