-5.0%
MRSH vs AU
+577.5%
-582.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -4.8% | -4.3% | -0.5% | -4.9% |
| 30D | -6.3% | +7.3% | -13.6% | -6.0% |
| 3M | +5.8% | +26.3% | -20.5% | +6.9% |
| 6M | +2.8% | +1.8% | +1.0% | +3.5% |
| YTD | -3.1% | +26.8% | -29.9% | -2.4% |
| 1Y | -11.3% | +66.7% | -78.0% | -10.7% |
| 3Y | -5.0% | +579.1% | -584.0% | -2.5% |
| All | -5.0% | +577.5% | -582.5% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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