+739.4%
MRSH vs ATI
+1,093.4%
-354.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -5.9% | +2.4% | -8.3% | -6.2% |
| 30D | -7.3% | -9.5% | +2.2% | -5.9% |
| 3M | +7.4% | +10.4% | -2.9% | +5.1% |
| 6M | -0.7% | +31.8% | -32.5% | -6.2% |
| YTD | -3.2% | +80.0% | -83.1% | -13.3% |
| 1Y | -10.6% | +175.8% | -186.4% | -25.8% |
| 3Y | -4.6% | +364.2% | -368.8% | -29.6% |
| 5Y | +19.3% | +1,076.9% | -1,057.6% | -26.9% |
| 10Y | +217.3% | +1,178.1% | -960.8% | +68.2% |
| All | +739.4% | +1,093.4% | -354.0% | +209.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling