+20.2%
MRSH vs ATI
+1,029.4%
-1,009.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | -5.6% | +0.9% | -4.3% |
| 30D | -6.3% | -13.7% | +7.4% | -5.3% |
| 3M | +5.8% | -0.4% | +6.2% | +5.6% |
| 6M | +2.8% | +26.2% | -23.4% | 0.0% |
| YTD | -3.1% | +73.2% | -76.3% | -9.3% |
| 1Y | -11.3% | +161.6% | -172.9% | -21.2% |
| 3Y | -5.0% | +346.2% | -351.1% | -24.0% |
| All | +20.2% | +1,029.4% | -1,009.2% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling