+2,768.8%
GE vs MRSH
+3,270.6%
-501.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | -2.8% | -5.9% | +3.1% | +0.3% |
| 30D | -11.9% | -7.3% | -4.6% | -8.5% |
| 3M | +1.8% | +6.7% | -4.8% | -2.4% |
| 6M | -0.6% | +3.0% | -3.6% | -4.0% |
| YTD | +5.5% | -2.9% | +8.4% | +4.5% |
| 1Y | +15.0% | -9.0% | +23.9% | +17.1% |
| 3Y | +269.5% | -4.3% | +273.8% | +264.6% |
| 5Y | +422.4% | +19.4% | +403.0% | +355.4% |
| 10Y | +151.0% | +218.1% | -67.1% | +32.0% |
| All | +2,768.8% | +3,270.6% | -501.9% | +338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling