+211.7%
MRSH vs ATI
+1,154.1%
-942.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | -5.6% | +0.9% | -4.1% |
| 30D | -6.3% | -13.7% | +7.4% | -4.8% |
| 3M | +5.8% | -0.4% | +6.2% | +5.5% |
| 6M | +2.8% | +26.2% | -23.4% | -0.8% |
| YTD | -3.1% | +73.2% | -76.3% | -10.3% |
| 1Y | -11.3% | +161.6% | -172.9% | -22.3% |
| 3Y | -5.0% | +346.2% | -351.1% | -24.4% |
| 5Y | +19.2% | +1,047.6% | -1,028.4% | -17.9% |
| All | +211.7% | +1,154.1% | -942.4% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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