+379.1%
MRSH vs ARMK
+357.2%
+21.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.1% |
| 7D | -3.8% | +1.7% | -5.5% | -4.1% |
| 30D | -5.8% | +3.1% | -8.9% | -6.6% |
| 3M | +11.7% | +9.2% | +2.5% | +9.3% |
| 6M | -0.3% | +43.7% | -44.0% | -8.8% |
| YTD | -1.1% | +57.4% | -58.5% | -11.5% |
| 1Y | -9.5% | +51.9% | -61.3% | -18.3% |
| 3Y | -2.6% | +125.4% | -128.0% | -20.9% |
| 5Y | +22.7% | +149.1% | -126.3% | -3.8% |
| 10Y | +214.6% | +135.4% | +79.1% | +143.1% |
| All | +379.1% | +357.2% | +21.9% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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