-11.3%
MRSH vs AMC
-11.2%
-0.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.5% | -0.3% |
| 7D | -4.8% | -7.2% | +2.4% | -4.6% |
| 30D | -6.3% | -2.8% | -3.6% | -6.3% |
| 3M | +5.8% | +7.9% | -2.1% | +4.9% |
| 6M | +2.8% | +119.6% | -116.9% | -0.1% |
| YTD | -3.1% | +57.7% | -60.8% | -5.4% |
| 1Y | -11.3% | -12.1% | +0.9% | -13.9% |
| All | -11.3% | -11.2% | -0.1% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling