+123.2%
GLW vs MRSH
-7.9%
+131.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +4.0% |
| 7D | +3.8% | -3.6% | +7.3% | -0.5% |
| 30D | -1.3% | -3.0% | +1.6% | -4.2% |
| 3M | -21.8% | +15.8% | -37.6% | -4.9% |
| 6M | +6.9% | +1.6% | +5.3% | +20.7% |
| YTD | +77.2% | +1.7% | +75.4% | +102.3% |
| 1Y | +123.2% | -8.0% | +131.3% | +153.5% |
| All | +123.2% | -7.9% | +131.1% | +153.5% |
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 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