+238.0%
GM vs MRSH
+860.3%
-622.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | -2.4% | -4.8% | +2.3% | +1.0% |
| 30D | -1.1% | -6.3% | +5.2% | +3.5% |
| 3M | +6.1% | +5.8% | +0.3% | +0.8% |
| 6M | +15.0% | +2.8% | +12.2% | +9.9% |
| YTD | +6.0% | -3.1% | +9.1% | +5.2% |
| 1Y | +47.1% | -11.3% | +58.4% | +54.9% |
| 3Y | +170.5% | -5.0% | +175.5% | +161.2% |
| 5Y | +80.5% | +19.2% | +61.3% | +41.7% |
| 10Y | +238.7% | +217.4% | +21.3% | +13.9% |
| All | +238.0% | +860.3% | -622.3% | -55.0% |
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