-4.7%
MRSH vs AS
+107.2%
-112.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.9% |
| 7D | -5.9% | -2.8% | -3.1% | -5.8% |
| 30D | -7.3% | -23.2% | +15.9% | -6.5% |
| 3M | +7.4% | -20.1% | +27.5% | +8.2% |
| 6M | -0.7% | -18.5% | +17.8% | -0.1% |
| YTD | -3.2% | -25.6% | +22.5% | -2.3% |
| 1Y | -10.6% | -24.4% | +13.7% | -10.0% |
| All | -4.7% | +107.2% | -112.0% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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