+20.2%
MRSH vs APA
+173.2%
-153.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.2% |
| 7D | -4.8% | +4.6% | -9.3% | -5.1% |
| 30D | -6.3% | +11.9% | -18.2% | -7.1% |
| 3M | +5.8% | +22.5% | -16.7% | +4.1% |
| 6M | +2.8% | +37.5% | -34.7% | 0.0% |
| YTD | -3.1% | +87.2% | -90.3% | -8.0% |
| 1Y | -11.3% | +101.4% | -112.7% | -16.4% |
| 3Y | -5.0% | +16.9% | -21.9% | -7.2% |
| All | +20.2% | +173.2% | -153.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 5y: compounded portfolio wealth divided by compounded APA 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…
5y analysis · Full analysis span regression · 6 months rolling