+1,391.9%
GIS vs MRSH
+3,270.6%
-1,878.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -8.4% | -5.9% | -2.5% | -7.1% |
| 30D | -5.2% | -7.3% | +2.1% | -3.5% |
| 3M | +8.2% | +6.7% | +1.5% | +6.6% |
| 6M | -12.0% | +3.0% | -15.0% | -12.7% |
| YTD | -18.9% | -2.9% | -16.0% | -18.6% |
| 1Y | -23.6% | -9.0% | -14.6% | -22.3% |
| 3Y | -37.6% | -4.3% | -33.3% | -37.4% |
| 5Y | -25.2% | +19.4% | -44.6% | -29.0% |
| 10Y | -19.3% | +218.1% | -237.4% | -38.8% |
| All | +1,391.9% | +3,270.6% | -1,878.7% | +386.6% |
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 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