+878.2%
MRSH vs AMP
+2,112.0%
-1,233.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | -4.8% | -0.5% | -4.2% | -4.6% |
| 30D | -6.3% | -1.3% | -5.0% | -5.9% |
| 3M | +5.8% | +24.2% | -18.4% | -2.0% |
| 6M | +2.8% | +24.6% | -21.8% | -5.0% |
| YTD | -3.1% | +14.8% | -17.9% | -8.2% |
| 1Y | -11.3% | +12.8% | -24.0% | -15.6% |
| 3Y | -5.0% | +69.0% | -73.9% | -23.0% |
| 5Y | +19.2% | +124.9% | -105.7% | -14.1% |
| 10Y | +217.4% | +583.5% | -366.1% | +43.9% |
| All | +878.2% | +2,112.0% | -1,233.8% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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