+3,262.1%
MRSH vs AME
+18,594.4%
-15,332.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -5.9% | +1.3% | -7.2% | -6.3% |
| 30D | -7.3% | -6.6% | -0.7% | -5.4% |
| 3M | +7.4% | +3.0% | +4.5% | +5.9% |
| 6M | -0.7% | +5.3% | -6.0% | -3.2% |
| YTD | -3.2% | +15.4% | -18.6% | -8.6% |
| 1Y | -10.6% | +26.8% | -37.4% | -18.4% |
| 3Y | -4.6% | +56.5% | -61.1% | -19.7% |
| 5Y | +19.3% | +85.2% | -66.0% | -5.1% |
| 10Y | +217.3% | +428.5% | -211.3% | +80.5% |
| All | +3,262.1% | +18,594.4% | -15,332.3% | +811.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling