+71.6%
MRSH vs JAAA
+29.3%
+42.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.9% | +0.1% | -6.0% | -6.0% |
| 30D | -7.3% | +0.4% | -7.7% | -7.5% |
| 3M | +6.7% | +1.2% | +5.5% | +6.1% |
| 6M | +3.0% | +2.7% | +0.3% | +1.9% |
| YTD | -2.9% | +3.2% | -6.1% | -4.2% |
| 1Y | -9.0% | +4.8% | -13.8% | -10.8% |
| 3Y | -4.3% | +19.0% | -23.3% | -8.7% |
| 5Y | +19.4% | +26.8% | -7.4% | +12.4% |
| All | +71.6% | +29.3% | +42.3% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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