+231.1%
GM vs MRSH
+218.8%
+12.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | -2.4% | -4.8% | +2.3% | +0.7% |
| 30D | -1.1% | -6.3% | +5.2% | +3.1% |
| 3M | +6.1% | +5.8% | +0.3% | +1.3% |
| 6M | +15.0% | +2.8% | +12.2% | +10.4% |
| YTD | +6.0% | -3.1% | +9.1% | +5.5% |
| 1Y | +47.1% | -11.3% | +58.4% | +54.9% |
| 3Y | +170.5% | -5.0% | +175.5% | +161.7% |
| 5Y | +80.5% | +19.2% | +61.3% | +42.1% |
| All | +231.1% | +218.8% | +12.3% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling