+211.7%
MRSH vs AME
+445.1%
-233.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -1.6% |
| 7D | -4.8% | +1.7% | -6.5% | -5.5% |
| 30D | -6.3% | -6.4% | +0.1% | -3.8% |
| 3M | +5.8% | +7.1% | -1.3% | +1.9% |
| 6M | +2.8% | +8.2% | -5.4% | -2.2% |
| YTD | -3.1% | +18.2% | -21.3% | -11.8% |
| 1Y | -11.3% | +26.7% | -38.0% | -22.2% |
| 3Y | -5.0% | +60.7% | -65.7% | -28.0% |
| 5Y | +19.2% | +91.6% | -72.4% | -18.3% |
| All | +211.7% | +445.1% | -233.4% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling