-8.7%
MRSH vs AS
-21.7%
+13.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.8% |
| 7D | -3.8% | -2.6% | -1.2% | -3.8% |
| 30D | -5.8% | -22.1% | +16.3% | -6.2% |
| 3M | +11.7% | -15.3% | +27.0% | +11.5% |
| 6M | -0.3% | -15.6% | +15.2% | -0.4% |
| YTD | -1.1% | -23.2% | +22.0% | -1.2% |
| All | -8.7% | -21.7% | +13.0% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling