-37.6%
GIS vs MRSH
-4.9%
-32.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -6.4% | -4.8% | -1.6% | -4.7% |
| 30D | -6.1% | -6.3% | +0.2% | -3.8% |
| 3M | +7.8% | +5.8% | +2.0% | +5.9% |
| 6M | -8.8% | +2.8% | -11.6% | -9.9% |
| YTD | -19.1% | -3.1% | -16.0% | -18.7% |
| 1Y | -24.8% | -11.3% | -13.5% | -21.9% |
| 3Y | -37.6% | -5.0% | -32.6% | -36.5% |
| All | -37.6% | -4.9% | -32.7% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling