+4,893.4%
GLW vs MRSH
+3,332.0%
+1,561.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.8% | +10.4% | +8.9% |
| 7D | +14.0% | -3.8% | +17.8% | +15.9% |
| 30D | +0.4% | -5.8% | +6.2% | +2.8% |
| 3M | -11.3% | +11.7% | -23.0% | -18.1% |
| 6M | +35.1% | -0.3% | +35.4% | +29.6% |
| YTD | +90.5% | -1.1% | +91.7% | +81.4% |
| 1Y | +132.0% | -9.5% | +141.5% | +128.9% |
| 3Y | +463.3% | -2.6% | +465.9% | +427.3% |
| 5Y | +382.5% | +22.7% | +359.8% | +299.0% |
| 10Y | +837.6% | +214.6% | +623.1% | +387.7% |
| All | +4,893.4% | +3,332.0% | +1,561.4% | +652.4% |
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