+1,796.5%
GS vs MRSH
+894.2%
+902.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | -0.3% |
| 7D | +1.6% | +1.6% | -0.1% | +0.6% |
| 30D | +1.7% | +17.7% | -16.1% | -8.2% |
| 3M | -11.6% | +9.1% | -20.7% | -16.7% |
| 6M | -1.9% | +28.2% | -30.1% | -17.7% |
| YTD | +5.1% | +14.0% | -8.9% | -6.8% |
| 1Y | +16.4% | +18.7% | -2.3% | +0.6% |
| 3Y | +199.0% | +8.7% | +190.2% | +167.2% |
| 5Y | +157.4% | +35.8% | +121.6% | +97.8% |
| 10Y | +457.2% | +261.6% | +195.6% | +131.6% |
| All | +1,796.5% | +894.2% | +902.2% | +306.5% |
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