+19.3%
MRSH vs AMC
-99.5%
+118.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.9% |
| 7D | -5.9% | -6.8% | +1.0% | -5.7% |
| 30D | -7.3% | +1.7% | -9.0% | -7.4% |
| 3M | +7.4% | +26.8% | -19.4% | +6.3% |
| 6M | -0.7% | +117.7% | -118.4% | -3.5% |
| YTD | -3.2% | +57.7% | -60.8% | -5.1% |
| 1Y | -10.6% | -12.5% | +1.9% | -11.1% |
| 3Y | -4.6% | -65.7% | +61.2% | -4.2% |
| 5Y | +19.3% | -99.5% | +118.8% | +35.6% |
| All | +19.3% | -99.5% | +118.7% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling