+438.8%
GS vs MRSH
+261.5%
+177.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | +5.9% | +1.4% | +4.4% | +5.0% |
| 30D | +4.3% | +16.5% | -12.2% | -4.6% |
| 3M | -11.7% | +10.8% | -22.4% | -17.1% |
| 6M | -3.2% | +32.1% | -35.2% | -19.8% |
| YTD | +5.8% | +14.5% | -8.7% | -5.6% |
| 1Y | +16.0% | +15.5% | +0.5% | +2.7% |
| 3Y | +199.8% | +9.3% | +190.4% | +167.7% |
| 5Y | +155.5% | +35.1% | +120.4% | +90.3% |
| All | +438.8% | +261.5% | +177.4% | +92.9% |
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