+2,064.0%
GS vs MRSH
+787.2%
+1,276.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.9% |
| 7D | +0.9% | -3.6% | +4.5% | +3.2% |
| 30D | -1.6% | -3.0% | +1.4% | +0.1% |
| 3M | -4.5% | +15.8% | -20.3% | -14.2% |
| 6M | +20.9% | +1.6% | +19.3% | +16.5% |
| YTD | +19.9% | +1.7% | +18.2% | +14.5% |
| 1Y | +41.4% | -8.0% | +49.4% | +42.9% |
| 3Y | +239.2% | -0.3% | +239.4% | +220.8% |
| 5Y | +185.0% | +25.9% | +159.1% | +130.0% |
| 10Y | +655.0% | +222.0% | +433.0% | +238.4% |
| All | +2,064.0% | +787.2% | +1,276.8% | +399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling