+385.2%
MRSH vs AMC
-98.1%
+483.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.8% | -1.5% |
| 7D | -3.6% | +2.3% | -5.9% | -3.6% |
| 30D | -3.0% | -0.7% | -2.2% | -3.0% |
| 3M | +15.8% | +35.2% | -19.4% | +15.2% |
| 6M | +1.6% | +124.6% | -123.0% | +0.3% |
| YTD | +1.7% | +69.9% | -68.2% | +0.7% |
| 1Y | -8.0% | -2.6% | -5.5% | -8.4% |
| 3Y | -0.3% | -79.8% | +79.5% | +0.2% |
| 5Y | +25.9% | -99.4% | +125.3% | +29.4% |
| 10Y | +222.0% | -98.9% | +320.8% | +235.7% |
| All | +385.2% | -98.1% | +483.3% | +354.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling