+9.3%
MRSH vs AR
+48.6%
-39.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +1.4% | +7.4% | -5.9% | +1.1% |
| 30D | +16.5% | +5.8% | +10.7% | +16.0% |
| 3M | +10.8% | +5.2% | +5.5% | +10.3% |
| 6M | +32.1% | +5.4% | +26.6% | +31.3% |
| YTD | +14.5% | +12.4% | +2.0% | +13.3% |
| 1Y | +15.5% | +12.8% | +2.7% | +14.2% |
| 3Y | +9.3% | +47.2% | -37.8% | +6.8% |
| All | +9.3% | +48.6% | -39.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling