+52.4%
GEV vs MRSH
+20.0%
+32.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.3% | -12.6% | -6.6% |
| 7D | -5.1% | +9.4% | -14.5% | +2.2% |
| 30D | -15.8% | +23.4% | -39.3% | -0.3% |
| 3M | -18.2% | +9.9% | -28.1% | -10.4% |
| 6M | -22.4% | +26.0% | -48.4% | -5.2% |
| YTD | +27.7% | +15.2% | +12.5% | +48.4% |
| 1Y | +52.4% | +18.4% | +33.9% | +84.8% |
| All | +52.4% | +20.0% | +32.3% | +84.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling