+136.0%
GOOG vs MRSH
+18.2%
+117.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | 0.0% | -4.8% | +4.8% | +1.7% |
| 30D | -2.0% | -6.3% | +4.4% | +0.2% |
| 3M | -5.9% | +5.8% | -11.7% | -8.2% |
| 6M | +8.9% | +2.8% | +6.1% | +6.7% |
| YTD | +7.1% | -3.1% | +10.2% | +7.2% |
| 1Y | +39.7% | -11.3% | +50.9% | +45.2% |
| 3Y | +145.8% | -5.0% | +150.8% | +132.2% |
| All | +136.0% | +18.2% | +117.8% | +75.5% |
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 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