+3.6%
GOOG vs MRSH
+20.0%
-16.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | -0.1% | +3.8% |
| 7D | -10.7% | +9.4% | -20.1% | -9.2% |
| 30D | -16.4% | +23.4% | -39.9% | -13.6% |
| 3M | -23.4% | +9.9% | -33.3% | -22.1% |
| 6M | -24.2% | +26.0% | -50.3% | -20.6% |
| YTD | -8.3% | +15.2% | -23.5% | -6.2% |
| 1Y | +3.6% | +18.4% | -14.8% | +9.5% |
| All | +3.6% | +20.0% | -16.4% | +9.5% |
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