-18.0%
GIS vs MRSH
-7.9%
-10.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.0% | -2.0% |
| 7D | -7.8% | -3.6% | -4.3% | -6.7% |
| 30D | +6.6% | -3.0% | +9.6% | +7.6% |
| 3M | +21.0% | +15.8% | +5.1% | +16.8% |
| 6M | -9.1% | +1.6% | -10.6% | -10.5% |
| YTD | -13.6% | +1.7% | -15.3% | -14.8% |
| 1Y | -18.0% | -8.0% | -10.0% | -17.6% |
| All | -18.0% | -7.9% | -10.2% | -17.6% |
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