-2.8%
GS vs MRSH
+28.4%
-31.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.9% |
| 7D | +1.6% | +1.6% | -0.1% | +2.2% |
| 30D | +1.7% | +17.7% | -16.1% | +9.0% |
| 3M | -11.6% | +9.1% | -20.7% | -8.8% |
| All | -2.8% | +28.4% | -31.2% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling