+376.1%
GLW vs MRSH
+19.1%
+357.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.4% | -3.2% |
| 7D | +11.7% | -5.9% | +17.7% | +11.6% |
| 30D | +2.7% | -7.3% | +10.0% | +2.5% |
| 3M | -2.8% | +6.7% | -9.5% | -3.9% |
| 6M | +20.2% | +3.0% | +17.2% | +19.2% |
| YTD | +87.3% | -2.9% | +90.2% | +87.6% |
| 1Y | +119.6% | -9.0% | +128.6% | +125.1% |
| 3Y | +453.7% | -4.3% | +458.0% | +436.0% |
| 5Y | +376.1% | +19.4% | +356.6% | +287.9% |
| All | +376.1% | +19.1% | +357.0% | +287.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling