+440.8%
MRSH vs AR
-27.2%
+468.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -3.6% | +2.5% | -6.1% | -3.8% |
| 30D | -3.0% | +14.8% | -17.8% | -4.0% |
| 3M | +15.8% | +6.2% | +9.6% | +15.2% |
| 6M | +1.6% | +4.3% | -2.7% | +1.1% |
| YTD | +1.7% | +14.4% | -12.6% | +0.4% |
| 1Y | -8.0% | +21.3% | -29.4% | -9.7% |
| 3Y | -0.3% | +39.8% | -40.1% | -4.3% |
| 5Y | +25.9% | +142.1% | -116.2% | +13.9% |
| 10Y | +222.0% | +52.0% | +169.9% | +165.7% |
| All | +440.8% | -27.2% | +468.0% | +370.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling