+409.4%
GE vs MRSH
+18.2%
+391.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -4.0% | -4.8% | +0.8% | -2.1% |
| 30D | -11.4% | -6.3% | -5.1% | -9.1% |
| 3M | -2.6% | +5.8% | -8.4% | -5.7% |
| 6M | -0.3% | +2.8% | -3.1% | -3.1% |
| YTD | +5.4% | -3.1% | +8.5% | +5.1% |
| 1Y | +15.5% | -11.3% | +26.8% | +20.6% |
| 3Y | +260.8% | -5.0% | +265.7% | +257.8% |
| All | +409.4% | +18.2% | +391.2% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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