+852.0%
MRSH vs AWK
+966.9%
-114.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.9% | +0.6% | -6.5% | -6.1% |
| 30D | -7.3% | +4.3% | -11.6% | -8.9% |
| 3M | +7.4% | +12.5% | -5.1% | +2.2% |
| 6M | -0.7% | +3.3% | -4.0% | -2.3% |
| YTD | -3.2% | +9.8% | -12.9% | -7.3% |
| 1Y | -10.6% | +2.9% | -13.5% | -12.3% |
| 3Y | -4.6% | +9.6% | -14.2% | -10.8% |
| 5Y | +19.3% | -16.7% | +35.9% | +24.5% |
| 10Y | +217.3% | +136.1% | +81.2% | +101.9% |
| All | +852.0% | +966.9% | -114.9% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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