+458.9%
GS vs MRSH
+263.4%
+195.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.1% | -1.4% | +1.2% | +0.6% |
| 30D | +3.7% | +17.5% | -13.9% | -5.7% |
| 3M | -10.0% | +9.1% | -19.1% | -14.8% |
| 6M | -1.0% | +29.9% | -30.9% | -17.2% |
| YTD | +7.0% | +14.3% | -7.3% | -4.5% |
| 1Y | +16.6% | +16.6% | +0.1% | +2.6% |
| 3Y | +204.4% | +9.1% | +195.4% | +172.3% |
| 5Y | +160.0% | +36.4% | +123.7% | +92.1% |
| 10Y | +458.9% | +262.7% | +196.2% | +101.8% |
| All | +458.9% | +263.4% | +195.5% | +101.8% |
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