+608.4%
MRSH vs AMCR
+93.5%
+514.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | -4.8% | -6.3% | +1.5% | -3.4% |
| 30D | -6.3% | -7.8% | +1.5% | -4.7% |
| 3M | +5.8% | +7.5% | -1.7% | +4.0% |
| 6M | +2.8% | +2.7% | +0.1% | +1.6% |
| YTD | -3.1% | +6.0% | -9.2% | -5.3% |
| 1Y | -11.3% | +7.8% | -19.1% | -13.7% |
| 3Y | -5.0% | +5.8% | -10.8% | -8.3% |
| 5Y | +19.2% | -11.6% | +30.8% | +19.7% |
| 10Y | +217.4% | +14.6% | +202.8% | +190.9% |
| All | +608.4% | +93.5% | +514.9% | +543.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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