+211.7%
MRSH vs APD
+166.7%
+45.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.1% |
| 7D | -4.8% | -3.3% | -1.5% | -3.5% |
| 30D | -6.3% | -4.2% | -2.2% | -4.8% |
| 3M | +5.8% | +5.4% | +0.4% | +3.4% |
| 6M | +2.8% | +6.3% | -3.5% | -0.1% |
| YTD | -3.1% | +20.3% | -23.4% | -10.7% |
| 1Y | -11.3% | +1.6% | -12.9% | -13.0% |
| 3Y | -5.0% | +4.0% | -9.0% | -10.4% |
| 5Y | +19.2% | +23.3% | -4.1% | +1.4% |
| All | +211.7% | +166.7% | +45.0% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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