-2.8%
MRSH vs AS
+114.1%
-116.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.7% |
| 7D | -3.8% | -2.6% | -1.2% | -3.7% |
| 30D | -5.8% | -22.1% | +16.3% | -5.1% |
| 3M | +11.7% | -15.3% | +27.0% | +12.3% |
| 6M | -0.3% | -15.6% | +15.2% | +0.1% |
| YTD | -1.1% | -23.2% | +22.0% | -0.4% |
| 1Y | -9.5% | -21.7% | +12.2% | -9.0% |
| All | -2.8% | +114.1% | -116.9% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling