+240.4%
GS vs MRSH
-3.1%
+243.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | 0.0% |
| 7D | +3.4% | -3.8% | +7.2% | +3.6% |
| 30D | +0.2% | -5.8% | +6.0% | +0.5% |
| 3M | -0.3% | +11.7% | -12.0% | -2.3% |
| 6M | +27.4% | -0.3% | +27.7% | +27.5% |
| YTD | +19.6% | -1.1% | +20.8% | +19.7% |
| 1Y | +42.5% | -9.5% | +51.9% | +46.5% |
| 3Y | +240.4% | -2.6% | +243.0% | +245.8% |
| All | +240.4% | -3.1% | +243.5% | +245.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling